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Correcting the bias of the sample cross‐covariance estimator - MaRDI portal

Correcting the bias of the sample cross‐covariance estimator (Q6194051)

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scientific article; zbMATH DE number 7804897
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Correcting the bias of the sample cross‐covariance estimator
scientific article; zbMATH DE number 7804897

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    Correcting the bias of the sample cross‐covariance estimator (English)
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    14 February 2024
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    bias correction
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    cross-covariance
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    multivariate time series
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