On the Inference about the Spectral Distribution of High-Dimensional Covariance Matrix Based on High-Frequency Noisy Observations
Year of publication: |
2017
|
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Authors: | Xia, Ningning ; Zheng, Xinghua |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Korrelation | Correlation | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2764654 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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