Optimal spectral kernel for long-range dependent time series
Delgado, M. A. & Robinson, P.
(1996).
Optimal spectral kernel for long-range dependent time series.
Statistics and Probability Letters,
30(1), 37-43.
https://doi.org/10.1016/0167-7152(95)00199-9
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1016/0167-7152(95)00199-9 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1392 |
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- https://www.scopus.com/pages/publications/0030607088 (Scopus publication)