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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
Citation:
N. Yu. Kryzhanovskaya, “Kernel estimators for the long-run covariance matrix of a random field”, Russian Math. Surveys, 64:1 (2009), 153–155
Linking options:
https://www.mathnet.ru/eng/rm9263https://doi.org/10.1070/RM2009v064n01ABEH004601 https://www.mathnet.ru/eng/rm/v64/i1/p151
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Statistics & downloads: |
Abstract page: | 451 | Russian version PDF: | 190 | English version PDF: | 7 | References: | 81 | First page: | 19 |
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