Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes

Jong, Robert M. de, (2000)

The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes

Davidson, James E. H., (2000)

Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

Jong, Robert M. de, (1996)