Pages that link to "Item:Q6620845"
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The following pages link to Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845):
Displaying 4 items.
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Multivariate strong invariance principles in Markov chain Monte Carlo (Q6597254) (← links)
- Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)