Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
Holger Dette, Efstathios PaparoditisVolume:
71
Year:
2009
Language:
english
Pages:
27
DOI:
10.1111/j.1467-9868.2009.00709.x
File:
PDF, 764 KB
english, 2009