WEAK-CONVERGENCE OF SAMPLE COVARIANCE MATRICES TO STOCHASTIC INTEGRALS VIA MARTINGALE APPROXIMATIONS

被引：42

作者：

PHILLIPS, PCB

机构：

来源：

ECONOMETRIC THEORY | 1988年 / 4卷 / 03期

关键词：

D O I：

10.1017/S026646660001344X

中图分类号：

F [经济];

学科分类号：

02 ;

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页码：528 / 533

页数：6

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