Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker S., Politis, Dimitris N.Volume:
182
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.04.019
Date:
September, 2014
File:
PDF, 501 KB
english, 2014