Dynamic Harmonic Regression Methods in the Analysis of...

Dynamic Harmonic Regression Methods in the Analysis of Stochastic Time Series Exhibiting Strong Trigonometric Components

Nachane, Dilip, Artis, Michael, Clavel, Jose Garcia, Hoffmann, Mathias
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Volume:
13
Language:
english
Journal:
Journal of Quantitative Economics
DOI:
10.1007/s40953-015-0001-8
Date:
April, 2015
File:
PDF, 585 KB
english, 2015
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