The averaged periodogram for nonstationary vector time series
Robinson, Peter; and Marinucci, D
(2000)
The averaged periodogram for nonstationary vector time series
Statistical Inference for Stochastic Processes, 3 (1-2.).
pp. 149-160.
ISSN 1387-0874
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1023/A:1009925202524 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1585 |