ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES

Title
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
Authors
Keywords
-
Journal
ECONOMETRIC THEORY
Volume 34, Issue 01, Pages 1-22
Publisher
Cambridge University Press (CUP)
Online
2017-02-27
DOI
10.1017/s0266466617000068

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