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

@techreport{Beran2008nonpa-507, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={A nonparametric regression cross spectrum for multivariate time series}, year={2008}, number={2008/01}, author={Beran, Jan and Heiler, Mark A.}, note={Also publ. in: Journal of Multivariate Analysis ; 99 (2008), 4. - S. 684-714} }

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