Multivariate spectral analysis using Cholesky decomposition

Biometrika

Volumn 91, Issue 3, 2004, Pages 629-643

  Dai, Ming ^a   Guo, Wensheng ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Bootstrap; Cholesky decomposition; Multivariate time series; Smoothing spline; Spectral analysis

Indexed keywords

EID: 24944432334     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.3.629     Document Type: Article

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