Bootstrap- based bandwidth choice for log-periodogram regression
- Authors:
- Arteche J.,Orbe J.
- Year:
- 2009
- Journal:
- Journal of Time Series Analysis
- Volume:
- 30 - 6
- Initial page - Ending page:
- 591 - 617
- ISBN/ISSN:
- 1467-9892
- Description:
-
- ISI: Impact factor= 0.747 , ISI category= Science / Statistics and Probability , quartile= Q3, Publisher= Wiley