On the asymptotic normality of kernel estimators of the long run covariance of functional time series

István Berkes, Lajos Horváth, Gregory Rice

Research output: Contribution to journalArticle

LanguageEnglish
Pages150-175
JournalJournal of multivariate analysis
Volume144
DOIs
StatusPublished - 2016

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

On the asymptotic normality of kernel estimators of the long run covariance of functional time series. / Berkes, István; Horváth, Lajos; Rice, Gregory.

In: Journal of multivariate analysis, Vol. 144, 2016, p. 150-175.

Research output: Contribution to journalArticle

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