Lagged covariance and cross-covariance operators of processes in cartesian products of

HIGHLIGHTS

• who: Sebastian Ku00fchnert from the (UNIVERSITY) have published the research: Lagged covariance and cross-covariance operators of processes in Cartesian products of , in the Journal: (JOURNAL)
• what: The focus of this paper is to deduce moment estimators for lagged covariance and cross-covariance operators CX;h resp. The authors examine the estimation procedure of the FPCs of CX=CX;0 of the U m -valued processes X=(Xk )ku2208Z in Assumption 4.1 (a).

SUMMARY

Yk to enlargen the sample sizes when choosing 1 ≤ p and amp;lt; m, 1 ≤ q . . .

 



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