Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I

Jong, Robert M. de, (2000)

Consistency of kernel variance estimators for sums of semiparametric linear processes

Davidson, James, (2002)

THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II

Davidson, James, (2000)