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Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Huang, Hsueh-Han, Ing, Ching-Kang, Yu, Shu-Hui
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Statistics Theory
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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