A nonparametric prewhitened covariance estimator

Journal of Time Series Analysis

Volumn 23, Issue 2, 2002, Pages 215-250

  Xiao, Zhijie ^a   Linton, Oliver ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040670116     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00263     Document Type: Article

References (34)

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