The standard HAC estimation method reweights estimators of the autocovariances. Here we initially smooth the data observations themselves using kernel function-based weights. The resultant HAC ...

In this paper, firstly, we discuss the following matrix completion problem in the spectral norm: u x ( i ) ( −π,y )= u x ( i ) ( π,y ), i=0,1,2 . The feasible condition for the above problem is ...