On the maximum of covariance estimators

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1032-1046
Journal	Journal of Multivariate Analysis
Volume	102
Issue number	6
DOIs	https://doi.org/10.1016/j.jmva.2011.02.003
Publication status	Published - 2011

Fields of Expertise

Asymptotic and Statistical Analysis of Time Series in Economy and Finance
Schauer, J. (Attendee), Berkes, I. (Project manager), Hörmann, S. (Other function) & Jirak, J. M. (Attendee)
1/01/02 → 31/12/24
Project: Research area

@article{de8d67aa05d14d45a8e0823d38fa7a0f,

title = "On the maximum of covariance estimators",

author = "Jirak, \{Johannes Moritz\}",

year = "2011",

doi = "10.1016/j.jmva.2011.02.003",

language = "English",

volume = "102",

pages = "1032--1046",

journal = "Journal of Multivariate Analysis",

issn = "1095-7243",

publisher = "Academic Press",

number = "6",

}