A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series
Author:
Affiliation:
1. Department of Statistics and Actuarial Science; University of Waterloo; Waterloo ON Canada
2. Research School of Finance, Actuarial Studies and Statistics; Australian National University; Canberra ACT 2601 Australia
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12229/fullpdf
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