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"Adaptive bandwidth selection in the long run covariance estimator of ..."

Lajos Horváth, Gregory Rice, Stephen Whipple (2016)

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DOI: 10.1016/J.CSDA.2014.06.008

access: closed

type: Journal Article

metadata version: 2020-02-18

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Lajos Horváth, Gregory Rice, Stephen Whipple:
Adaptive bandwidth selection in the long run covariance estimator of functional time series. Comput. Stat. Data Anal. 100: 676-693 (2016)

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