Optimal spectral kernel for long-range dependent time series
Delgado, Miguel A; and Robinson, Peter
(1996)
Optimal spectral kernel for long-range dependent time series.
Statistics and Probability Letters, 30 (1).
pp. 37-43.
ISSN 0167-7152
| 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 |