The Averaged Periodogram for Nonstationary Vector Time Series
Year of publication: |
2000
|
---|---|
Authors: | Robinson, P.M. ; Marinucci, D. |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 149-160
|
Publisher: |
Springer |
Subject: | averaged periodogram | nonstationary processes | fractional Brownian motion |
-
The averaged periodogram for nonstationary vector time series
Marinucci, D, (2000)
-
The Averaged Periodogram for Nonstationary Vector Time Series
Marinucci, D, (2000)
-
Narrow-band analysis of nonstationary processes
Marinucci, D, (2001)
- More ...
-
Finite Sample Improvements in Statistical Inference with I(1) Processes
Marinucci, D., (2001)
-
Semiparametric fractional cointegration analysis
Marinucci, D., (2001)
-
Harris, David, (2008)
- More ...