Higher-order accurate polyspectral estimation with flat-top lag-windows

Arthur Berg () and Dimitris Politis ()

Annals of the Institute of Statistical Mathematics, 2009, vol. 61, issue 2, 477-498

Keywords: Bispectrum; Nonparametric estimation; Spectral density; Time series (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10463-007-0154-0

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