Nonparametric frequency domain analysis of nonstationary multivariate time series
type: Item
instance of: scholarly article
title: Nonparametric frequency domain analysis of nonstationary multivariate time series
zbMATH Open document ID: 1020.62088
DOI: 10.1016/S0378-3758(02)00235-5
author: Carlos I. Hoyos Velasco
published in: Journal of Statistical Planning and Inference
publication date: 2003-08-13T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1963564
zbMATH Keywords: long memory
zbMATH Keywords: long-range dependence
zbMATH Keywords: fractional cointegration
zbMATH Keywords: coherence
zbMATH Keywords: semiparametric estimation
zbMATH Keywords: spectral density
describes a project that uses: longmemo
MaRDI profile type: Publication
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full work available at URL: s0378-3758(02)00235-5
OpenAlex ID: W2079284115
description: scientific article; zbMATH DE number 1963564