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

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Hashimzade, N. and Vogelsang, T. J. (2008) Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators. Journal of Time Series Analysis, 29 (1). pp. 142-162. ISSN 1467-9892

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To link to this article DOI: 10.1111/j.1467-9892.2007.00548.x


Item Type:Article
Refereed:Yes
Divisions:Faculty of Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
ID Code:19897
Publisher:Wiley-Blackwell
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