Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (Q5079276)
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scientific article; zbMATH DE number 7532307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy |
scientific article; zbMATH DE number 7532307 |
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Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (English)
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25 May 2022
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cross spectral density
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degeneracy
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moving average unit roots
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0.8735548
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0.85653186
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0.8512374
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