Browsing by Author "McElroy, T. S."
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Article
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, T. S.; Politis, Dimitris Nicolas (2014)This paper studies taper-based estimates of the spectral density utilizing a fixed bandwidth ratio asymptotic framework, and makes several theoretical contributions: (i) we treat multiple frequencies jointly, (ii) we allow ...