Variance expressions for spectra estimated using auto-regressions
| Year of publication: |
2004
|
|---|---|
| Authors: | Xie, Liang-Liang ; Ljung, Lennart |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 118.2004, 1-2, p. 247-256
|
| Publisher: |
Elsevier |