High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth (Q4599639)
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scientific article; zbMATH DE number 6822023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth |
scientific article; zbMATH DE number 6822023 |
Statements
High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth (English)
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4 January 2018
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bias correction
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dependence measures
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long-run variance
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nonlinear time series
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optimal batch size selection
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subsampling
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