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"Design-free estimation of integrated covariance matrices for ..."

Cheng Liu, Moming Wang, Ningning Xia (2022)

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DOI: 10.1016/j.jmva.2021.104910

access: closed

type: Journal Article

metadata version: 2022-04-01

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Cheng Liu, Moming Wang, Ningning Xia:
Design-free estimation of integrated covariance matrices for high-frequency data. J. Multivar. Anal. 189: 104910 (2022)

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