Bootstrap-based bandwidth choice for log-periodogram regression

  1. Arteche, J.
  2. Orbe, J.
Journal:
Journal of Time Series Analysis

ISSN: 0143-9782,  1467-9892

Year of publication: 2009

Volume: 30

Issue: 6

Pages: 591-617

Type: Article

DOI: 10.1111/J.1467-9892.2009.00629.X GOOGLE SCHOLAR
Data source: Scopus