Asymptotic spectral theory for nonlinear time series (Q2456020): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: FinTS / rank | |||
Normal rank |
Revision as of 18:27, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic spectral theory for nonlinear time series |
scientific article |
Statements
Asymptotic spectral theory for nonlinear time series (English)
0 references
17 October 2007
0 references
cumulants
0 references
Fourier transform
0 references
frequency domain bootstrap
0 references
geometric moment contraction
0 references
lag window estimator
0 references
periodogram
0 references
spectral density estimates
0 references