The averaged periodogram for nonstationary vector time series
Robinson, P. & Marinucci, D.
(2000).
The averaged periodogram for nonstationary vector time series.
Statistical Inference for Stochastic Processes,
3(1-2.), 149-160.
https://doi.org/10.1023/A:1009925202524
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1023/A:1009925202524 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1585 |