Estimating the Rank of the Spectral Density Matrix
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Publication:5467592
DOI10.1111/j.1467-9892.2005.00389.xzbMath1091.62092OpenAlexW3122045015MaRDI QIDQ5467592
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Publication date: 24 May 2006
Published in: (Search for Journal in Brave)
Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp349.pdf
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