Estimation of the bivariate stable spectral representation by the projection method
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Publication:5929102
DOI10.1023/A:1008797318867zbMath0964.62108MaRDI QIDQ5929102
Publication date: 19 July 2001
Published in: Computational Economics (Search for Journal in Brave)
estimation of bivariate stable spectral representationforeign exchange ratesKanter projection coefficientsprojection method
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15)
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