Pages that link to "Item:Q5155195"
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The following pages link to Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195):
Displaying 4 items.
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
- Optimal nonnegative definite approximations of estimated moving average covariance sequences (Q3986209) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)