Pages that link to "Item:Q4817434"

The following pages link to DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434):

Displaying 2 items.

• Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
• THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)