Showing 1 - 10 of 84
Persistent link: https://www.econbiz.de/10006749127
Persistent link: https://www.econbiz.de/10006850804
Persistent link: https://www.econbiz.de/10006781751
Persistent link: https://www.econbiz.de/10006552766
Persistent link: https://www.econbiz.de/10006354909
Persistent link: https://www.econbiz.de/10006336808
This paper provides limit theorems for spectral density matrix estimators and functionals of it for a bivariate covariance stationary process whose spectral density matrix has singularities not only at the origin but possibly at some other frequencies and, thus, applies to time series exhibiting...
Persistent link: https://www.econbiz.de/10005104586
Persistent link: https://www.econbiz.de/10005104608
Persistent link: https://www.econbiz.de/10005052732
Persistent link: https://www.econbiz.de/10005639494