Multivariate versions of Bartlett’s formula
Year of publication: |
2012
|
---|---|
Authors: | Su, Nan ; Lund, Robert |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 105.2012, 1, p. 18-31
|
Publisher: |
Elsevier |
Subject: | Asymptotic normality | Multivariate stationarity | Sample autocorrelations |
-
Quenouille-type theorem on autocorrelations
Ku, Simon, (1996)
-
Bartlett's formulae—Closed forms and recurrent equations
Boshnakov, Georgi, (1996)
-
Copula modelling of dependence in multivariate time series
Smith, Michael S., (2015)
- More ...
-
DCVS A Dynamic Control for Video Traffic in SPICE
Chen, Yu, (2018)
-
Zheng, Xiaoxiao, (2021)
-
Tighter ‘Uniform Bounds for Black–Scholes Implied Volatility’ and the Applications to Root-Finding
Choi, Jaehyuk, (2023)
- More ...