Pages that link to "Item:Q5199496"
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The following pages link to HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496):
Displaying 41 items.
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems (Q2102970) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Batch size selection for variance estimators in MCMC (Q2671217) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- Studentization versus variance stabilization: a simple way out of an old dilemma (Q6579151) (← links)
- A journey from univariate to multivariate functional time series: a comprehensive review (Q6604354) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data (Q6620936) (← links)
- HAR Inference: Recommendations for Practice (Q6623204) (← links)
- Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust <i>t</i> -Statistic (Q6634897) (← links)
