Adaptive bandwidth selection in the long run covariance estimator of functional time series
Horváth, Lajos, Rice, Gregory, Whipple, StephenVolume:
100
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2014.06.008
Date:
August, 2016
File:
PDF, 962 KB
english, 2016