The averaged periodogram estimator for a power law in coherency

DOI10.1111/j.1467-9892.2011.00770.xzbMath1300.62091OpenAlexW1943972071MaRDI QIDQ2930895

Clifford M. Hurvich, Rebecca J. Sela

Publication date: 20 November 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://archive.nyu.edu/handle/2451/31260

zbMATH Keywords

long memorytaperingcross spectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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Uses Software

• R

Cites Work

• Unnamed Item
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