Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
Year of publication: |
2014
|
---|---|
Authors: | McElroy, Tucker S. ; Politis, Dimitris N. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 182.2014, 1, p. 211-225
|
Publisher: |
Elsevier |
Subject: | Cyclical long memory | Kernel spectral estimator | Long range dependence | Spectral confidence bands |
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