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~institution:"Department of Economics, University of California-San Diego (UCSD)"
~person:"Politis, Dimitris"
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Cyclical Long Memory
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Politis, Dimitris
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Department of Economics, University of California-San Diego (UCSD)
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Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics
McElroy, Tucker
;
Politis, Dimitris
-
Department of Economics, University of California-San …
-
2013
: (i) we treat multiple frequencies jointly; (ii) we allow for long-range
dependence
at differing frequencies; (iii) we …
Persistent link: https://www.econbiz.de/10010817517
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