Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
by Peter C. B. Phillips, Yixiao Sun and Sainan Jin
| Year of publication: |
2006
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Sun, Yixiao ; Jin, Sainan |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 47.2006, 3, p. 837-894
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| Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Core | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003357487