The Averaged Periodogram for Nonstationary Vector Time Series
| Year of publication: |
2000-12
|
|---|---|
| Authors: | Marinucci, D ; Robinson, Peter M |
| Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
| Subject: | Averaged periodogram | nonstationary processes | fractional Brownian motion |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005310360