Kernel estimators for the long-run covariance matrix of a~random field
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 64 (2009) no. 1, pp. 153-155
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@article{RM_2009_64_1_a11,
author = {N. Yu. Kryzhanovskaya},
title = {Kernel estimators for the long-run covariance matrix of a~random field},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {153--155},
publisher = {mathdoc},
volume = {64},
number = {1},
year = {2009},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2009_64_1_a11/}
}
TY - JOUR AU - N. Yu. Kryzhanovskaya TI - Kernel estimators for the long-run covariance matrix of a~random field JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2009 SP - 153 EP - 155 VL - 64 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_2009_64_1_a11/ LA - en ID - RM_2009_64_1_a11 ER -
N. Yu. Kryzhanovskaya. Kernel estimators for the long-run covariance matrix of a~random field. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 64 (2009) no. 1, pp. 153-155. http://geodesic.mathdoc.fr/item/RM_2009_64_1_a11/