Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133)
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scientific article; zbMATH DE number 1963564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric frequency domain analysis of nonstationary multivariate time series |
scientific article; zbMATH DE number 1963564 |
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Nonparametric frequency domain analysis of nonstationary multivariate time series (English)
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13 August 2003
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long memory
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long-range dependence
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fractional cointegration
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coherence
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semiparametric estimation
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spectral density
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