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arch 4.13 (+31) arch.covariance.kernel.CovarianceEstimate.one_sided_strict

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Long-run Covariance Estimation
arch.covariance.kernel.CovarianceEstimate

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
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arch.covariance.kernel.CovarianceEstimate.one_sided_strict¶

property CovarianceEstimate.one_sided_strict[source]¶: The one-sided strict covariance estimate.

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