The generalised autocovariance function

Title
The generalised autocovariance function
Authors
Keywords
Stationary processes, Spectral estimation, White noise tests, Feature matching, Discriminant analysis
Journal
JOURNAL OF ECONOMETRICS
Volume 186, Issue 1, Pages 245-257
Publisher
Elsevier BV
Online
2014-08-05
DOI
10.1016/j.jeconom.2014.07.004

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