Journal of Multivariate Analysis · 2008 · 71 citations · 25 references
EngineeringMathematicsDynamical SystemsStochastic ProcessesTime Series AnalysisStabilityStability AssessmentStability TheoryStationarity AnalysisStochastic StabilityAutoregressive ProcessesFunctional Autoregressive ModelsFunctional Stationarity
25
PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations
Computing, Economics, Econometrics +15