مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonparametric frequency domain analysis of nonstationary multivariate time series

Title of article :

Nonparametric frequency domain analysis of nonstationary multivariate time series

Author/Authors :

Carlos Velasco، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

209

To page :

247

Keywords :

Long memory , long-range dependence , Coherence , Semiparametricestimation , spectral density , Fractional cointegration

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2003

Journal title :

Journal of Statistical Planning and Inference

Record number :

219572

Link To Document :