I'm wondering how to correct for the presence of autocorrelation/heteroscedasticity in estimating sample covariance matrices from data.
I know there have been some questions on this before:
However, these answers seem to be relevant when estimating regressions $y = Xb + a$. In my case I have no such regression - I only want to estimate the sample covariance $\sigma(X)$. However I know that my data $X$ is autocorrelated because I'm using overlapping data. Is there any literature on this?