Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133): Difference between revisions

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Latest revision as of 08:45, 30 July 2024

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Nonparametric frequency domain analysis of nonstationary multivariate time series
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    Nonparametric frequency domain analysis of nonstationary multivariate time series (English)
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    13 August 2003
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    long memory
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    long-range dependence
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    fractional cointegration
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    coherence
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    semiparametric estimation
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    spectral density
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