Record number :
219572
Title of article :
Nonparametric frequency domain analysis of nonstationary multivariate time series
Author/Authors :
Carlos Velasco، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
39
From page :
209
To page :
247
Keywords :
Long memory , long-range dependence , Coherence , Semiparametricestimation , spectral density , Fractional cointegration
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2003
Link To Document :
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