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On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Econometric theory 23 (2007) 6, pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
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The asymptotic codifference and covariation of log-fractional stable noise
Levy, Joshua B.; Taqqu, Murad S. - In: Journal of econometrics 181 (2014) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10010473427