CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
研究了线性过程长期协方差矩阵的核估计量在弱矩和弱记忆条件下的一致性，并指出部分现有证明存在错误。
Consistency of kernel estimators of the long-run covariance matrix of a linear process is established under weak moment and memory conditions. In addition, it is pointed out that some existing consistency proofs are in error as they stand.