Averaged periodogram spectral estimation with long-memory conditional heteroscedasticity

Journal of Time Series Analysis

Volumn 22, Issue 4, 2001, Pages 431-459

  Henry, Marc ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040924373     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00234     Document Type: Article

References (49)

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