Robust coherence analysis for long-memory processes
Year of publication: |
2021
|
---|---|
Authors: | Lim, Yaeji ; Oh, Hee-Seok |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 5, p. 335-342
|
Subject: | Cross-spectrum | Laplace cross-periodogram | long-memory process | robust coherence analysis | Theorie | Theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis |
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