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Estimation of a nonparametric regression spectrum for multivariate time series

Estimation of a nonparametric regression spectrum for multivariate time series

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BERAN, Jan, Mark A. HEILER, 2007. Estimation of a nonparametric regression spectrum for multivariate time series

@techreport{Beran2007Estim-743, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Estimation of a nonparametric regression spectrum for multivariate time series}, year={2007}, number={2007/12}, author={Beran, Jan and Heiler, Mark A.}, note={Also publ. in: Statistical Methodology ; 6 (2009), 2. - S. 202-222} }

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