A nonparametric prewhitened covariance estimator

Xiao, Z; and Linton, Oliver (2002) A nonparametric prewhitened covariance estimator. Journal of Time Series Analysis, 23 (2). pp. 215-250. ISSN 0143-9782
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1259

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