Generalized Covariance Estimator (Q6190741)
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scientific article; zbMATH DE number 7813817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Covariance Estimator |
scientific article; zbMATH DE number 7813817 |
Statements
Generalized Covariance Estimator (English)
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6 March 2024
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commodities
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continuously updating GMM
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canonical correlation
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generalized covariance estimator
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mixed causal-noncausal process
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portmanteau statistic
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semiparametric estimator
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