Estimation of a nonparametric regression spectrum for multivariate time series
Year of publication: |
2007
|
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Authors: | Beran, Jan ; Heiler, Mark A. |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Periodogram | cross spectrum | regression spectrum | phase | wavelets |
Series: | CoFE Discussion Paper ; 07/12 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 608932116 [GVK] hdl:10419/32174 [Handle] RePEc:zbw:cofedp:0712 [RePEc] |
Source: |
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Estimation of a nonparametric regression spectrum for multivariate time series
Beran, Jan, (2007)
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A nonparametric regression cross spectrum for multivariate time series
Beran, Jan, (2008)
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A nonparametric regression cross spectrum for multivariate time series
Beran, Jan, (2008)
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Estimation of a nonparametric regression spectrum for multivariate time series
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A nonparametric regression cross spectrum for multivariate time series
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A nonparametric regression cross spectrum for multivariate time series
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