Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy

DOI10.1080/03610926.2020.1758142OpenAlexW3022903667MaRDI QIDQ5079276

Jin Lee

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1758142

zbMATH Keywords

degeneracycross spectral densitymoving average unit roots

Mathematics Subject Classification ID

Statistics (62-XX)

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