Spectral density and spectral distribution inference for...

Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics

McElroy, Tucker S., Politis, Dimitris N.
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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
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