Optimal spectral kernel for long-range dependent time series

Miguel Delgado () and Peter M. Robinson

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Keywords: Long; range; dependence; Spectral; analysis; Optimal; kernel (search for similar items in EconPapers)
Date: 1994-11
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Journal Article: Optimal spectral kernel for long-range dependent time series (1996)
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