Cheng Liu, Moming Wang, Ningning Xia. Design-free estimation of integrated covariance matrices for high-frequency data. J. Multivariate Analysis, 189:104910, 2022. [doi]
@article{LiuWX22,
title = {Design-free estimation of integrated covariance matrices for high-frequency data},
author = {Cheng Liu and Moming Wang and Ningning Xia},
year = {2022},
doi = {10.1016/j.jmva.2021.104910},
url = {https://doi.org/10.1016/j.jmva.2021.104910},
researchr = {https://researchr.org/publication/LiuWX22},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {189},
pages = {104910},
}