A nonparametric regression cross spectrum for multivariate time series

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BERAN, Jan, Mark A. HEILER, 2008. A nonparametric regression cross spectrum for multivariate time series. In: Journal of Multivariate Analysis. 99(4), pp. 684-714. ISSN 0047-259X. eISSN 1095-7243. Available under: doi: 10.1016/j.jmva.2007.03.006

@article{Beran2008nonpa-27582, title={A nonparametric regression cross spectrum for multivariate time series}, year={2008}, doi={10.1016/j.jmva.2007.03.006}, number={4}, volume={99}, issn={0047-259X}, journal={Journal of Multivariate Analysis}, pages={684--714}, author={Beran, Jan and Heiler, Mark A.} }

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