Gaussian Estimation of Parametric Spectral Density with Unknown Pole
Year of publication: |
2001-08
|
---|---|
Authors: | Giraitis, Liudas ; Hidalgo, Javier ; Robinson, Peter M |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Long-range dependence | unknown pole |
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