Higher-order accurate polyspectral estimation with flat-top lag-windows
| Year of publication: |
2009
|
|---|---|
| Authors: | Berg, Arthur ; Politis, Dimitris |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 2, p. 477-498
|
| Publisher: |
Springer |
| Subject: | Bispectrum | Nonparametric estimation | Spectral density | Time series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999529