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Search: subject:"log-periodogram regression"
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Stochastic process
log-periodogram regression
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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
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Quantile spectral analysis of long-memory processes
Lim, Yaeji
;
Oh, Hee-Seok
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1245-1266
Persistent link: https://www.econbiz.de/10012819529
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