Optimal spectral kernel for long-range dependent time series
Miguel A. Delgado and Peter M. Robinson
| Year of publication: |
1994
|
|---|---|
| Authors: | Delgado, Miguel A. ; Robinson, Peter M. |
| Publisher: |
Getafe |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 10, 1 S graph. Darst |
|---|---|
| Series: | Working papers / Department of Economics, Universidad Carlos III de Madrid. - Getafe, ZDB-ID 2219994-9. - Vol. 94,50 Working papers. - Getafe : Universidad Carlos III de Madrid, Departamento de Estadística y Econometría, ZDB-ID 2952908-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000902813