On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series
Willa W. Chen, Clifford M. Hurvich; Yi Lu
| Year of publication: |
2006
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|---|---|
| Authors: | Chen, Willa W. ; Hurvich, Clifford M. ; Lu, Yi |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 101.2006, 474, p. 812-822
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003334776