On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series

DOI10.1198/016214505000001069zbMath1119.62358OpenAlexW3121144220WikidataQ56138883 ScholiaQ56138883MaRDI QIDQ5754986

Yi Lu, Willa W. Chen, Clifford M. Hurvich

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214505000001069

Mathematics Subject Classification ID

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