Theory and Methods - 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 : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 101.2006, 474, p. 812-822
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