The averaged periodogram for nonstationary vector time series

Robinson, Peter and Marinucci, D (2000) The averaged periodogram for nonstationary vector time series. Statistical inference for stochastic processes, 3 (1-2.). pp. 149-160. ISSN 1387-0874

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Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1585/

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