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Russian Mathematical Surveys, 2009, Volume 64, Issue 1, Pages 153–155
DOI: https://doi.org/10.1070/RM2009v064n01ABEH004601 (Mi rm9263) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Kernel estimators for the long-run covariance matrix of a random field

N. Yu. Kryzhanovskaya

M. V. Lomonosov Moscow State University
English version PDF (150 kB)
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DOI: https://doi.org/10.1070/RM2009v064n01ABEH004601
Presented: A. V. Bulinski
Accepted: 15.12.2008
Russian version:
Uspekhi Matematicheskikh Nauk, 2009, Volume 64, Issue 1(385), Pages 151–152
DOI: https://doi.org/10.4213/rm9263
Bibliographic databases:
Document Type: Article
MSC: 60F15, 62G20
Language: English
Original paper language: Russian
Citation: N. Yu. Kryzhanovskaya, “Kernel estimators for the long-run covariance matrix of a random field”, Russian Math. Surveys, 64:1 (2009), 153–155
Citation in format AMSBIB
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\by N.~Yu.~Kryzhanovskaya
\paper Kernel estimators for the long-run covariance matrix of a~random field
\jour Russian Math. Surveys
\yr 2009
\vol 64
\issue 1
\pages 153--155
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    Abstract page:449
    Russian version PDF:186
    English version PDF:7
    References:81
    First page:19
     
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