共 3 条
- [1] INFERENCE ON THE MAXIMAL RANK OF TIME-VARYING COVARIANCE MATRICES USING HIGH-FREQUENCY DATA ANNALS OF STATISTICS, 2023, 51 (02): : 791 - 815
- [2] Inference for time-varying lead–lag relationships from ultra-high-frequency data Japanese Journal of Statistics and Data Science, 2021, 4 : 643 - 696