Estimation of autocovariance matrices for high dimensional linear processes
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Publication:2036316
DOI10.1007/s00184-020-00790-2zbMath1471.62373OpenAlexW3080328277MaRDI QIDQ2036316
Publication date: 28 June 2021
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-020-00790-2
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
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