Estimating the rank of the spectral density matrix

Journal of Time Series Analysis

Volumn 26, Issue 1, 2005, Pages 37-48

  Camba Mendez, Gonzalo ^a   Kapetanios, George ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Spectral density matrix; Tests of rank

Indexed keywords

EID: 12444253865     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00389.x     Document Type: Article

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