DMCA
Nonparametric Estimation of Time-Varying Covariance Matrix in a Slowly Changing Vector Random Walk Model
by
Nonparametric Estimation Of
,
Yuanhua Feng
,
Keming Yu
,
Yuanhua Feng
,
Keming Yu
| Citations: | 1 - 0 self |
BibTeX
@MISC{Of_nonparametricestimation,
author = {Nonparametric Estimation Of and Yuanhua Feng and Keming Yu and Yuanhua Feng and Keming Yu},
title = {Nonparametric Estimation of Time-Varying Covariance Matrix in a Slowly Changing Vector Random Walk Model},
year = {}
}
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Abstract
time-varying covariance matrix in a slowly changing vector random walk model
