On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series
| 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. - American Statistical Association. - Vol. 101.2006, June, p. 812-822
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| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238882