Variance expressions for spectra estimated using auto-regressions
Year of publication: |
2004
|
---|---|
Authors: | Xie, Liang-Liang ; Ljung, Lennart |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 118.2004, 1/2, p. 247-256
|
Subject: | Maßzahl | Statistical measures | Autokorrelation | Autocorrelation |
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