On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series
Year of publication: |
[2008]
|
---|---|
Authors: | Chen, Willa W. |
Other Persons: | Hurvich, Clifford M. (contributor) ; Lu, Yi (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation |
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