On the Correlation Matrix of the Discrete Fourier Transform...

Journal of the American Statistical Association 2006 / 06 Vol. 101; Iss. 474

On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series

Chen, Willa W, Hurvich, Clifford M, Lu, Yi
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Volume:
101
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1198/016214505000001069
Date:
June, 2006
File:
PDF, 286 KB
english, 2006
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