The averaged periodogram for nonstationary vector time series - Robinson, Peter M.,Marinucci, Domenico (London School of Economics and Political Science, 2000)
Internetausg.: http://sticerd.lse.ac.uk/dps/ECONOMETRICSpdfs/em408.pdf
Keywords: Arbeitspapier; Graue Literatur; Stochastischer Prozess; Nichtlineare Optimierung; Theorie