CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES

• 1 March 1997
• journal article
• Published by Wiley in Journal of Time Series Analysis
• Vol. 18  (2) , 137-155
• https://doi.org/10.1111/1467-9892.00043

Abstract

Keywords

• LONG MEMORY
• SEMIPARAMETRIC INFERENCE
• SPECIFICATION