Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators

Journal of Time Series Analysis

Volumn 29, Issue 1, 2008, Pages 142-162

  Hashimzade, Nigar ^a   Vogelsang, Timothy J ^a,b  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Bandwidth; Inference; Kernel; Truncation lag; Zero frequency

Indexed keywords

EID: 36849072691     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2007.00548.x     Document Type: Article

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