Author:
Sun Jiajing,Hong Yongmiao,Linton Oliver B.,Zhao Xiaolu
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference24 articles.
1. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;D W Andrews;Econometrica,1992
2. A self-normalization break test for correlation matrix;J E Choi;Statistical Papers URL,2020
3. Empirical likelihood confidence intervals for dependent duration data;J E Choi;Econometric Theory,2011
4. On the rate of convergence of normal extremes;P Hall;Journal of Applied Probability,1979
5. A functional central limit theorem for weakly dependent sequences of random variables;N Herrndorf;The Annals of Probability,1984