Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Khan, Md Atikur Rahman ; Poskitt, D. S. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 2, p. 141-155
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010642568