The averaged periodogram estimator for a power law in coherency

Journal of Time Series Analysis

Volumn 33, Issue 2, 2012, Pages 340-363

  Sela, Rebecca J ^a   Hurvich, Clifford M ^b  

^a JP Morgan Chase & Co   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Cross spectrum; Long memory; Tapering

Indexed keywords

EID: 84858007633     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2011.00770.x     Document Type: Article

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