Tucker McElroy

Tucker McElroy

Mathematician and Poet

Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics

Published in Journal of Econometrics, 2014

Recommended citation: McElroy, T. and Politis, D. (2014) "Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics." Journal of Econometrics 182, 211-225.
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