A nonparametric prewhitened covariance estimator

Xiao, Z. & Linton, O. (2002). A nonparametric prewhitened covariance estimator. Journal of Time Series Analysis, 23(2), 215-250.
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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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