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
39
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
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