Pages that link to "Item:Q4817434"
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The following pages link to DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434):
Displaying 4 items.
- Semiparametric approaches to signal extraction problems in economic time series (Q1575220) (← links)
- (Q3332708) (← links)
- 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)