Archivo Abierto Institucional de la Universidad Carlos III de Madrid: Optimal spectral kernel for long-range dependent time series

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Please use this identifier to cite or link to this item: http://hdl.handle.net/10016/3960

Google™ Scholar. Others By: Delgado, Miguel A. - Robinson, Peter M.

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Title:	Optimal spectral kernel for long-range dependent time series
Author(s):	Delgado, Miguel A. [delgado] Robinson, Peter M.
Publisher:	Universidad Carlos III de Madrid. Departamento de Estadística
Issued date:	Nov-1994
URI:	http://hdl.handle.net/10016/3960
Serie / Nº.:	UC3M Working Papers. Statistics and Econometrics; 1994-50-18
Keywords:	Long range dependence Spectral analysis Optimal kernel
Appears in Collections:	DES - Working Papers. Statistics and Econometrics. WS Economists Online

This item is licensed under a Creative Commons License