In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Kernel estimators for the long-run covariance matrix of a random field

N. Yu. Kryzhanovskaya

M. V. Lomonosov Moscow State University

MSC: 60F15, 62G20

Presented: A. V. Bulinski
Accepted: 15.12.2008

DOI: 10.4213/rm9263

 English version: Russian Mathematical Surveys, 2009, 64:1, 153–155

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