Multivariate time-dependent spectral analysis using cholesky decomposition

Statistica Sinica

Volumn 16, Issue 3, 2006, Pages 825-845

  Guo, Wensheng ^a   Dai, Ming ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

Author keywords

Bootstrap; Cholesky decomposition; Locally stationary time series; Smoothing spline; Spectral analysis

Indexed keywords

EID: 33750996992     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (16)

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