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Asymptotic normality of the discrete Fourier transform of long memory time series

Author

Listed:
  • Dominique Guegan

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique)

  • Dinh Tuan Pham

    (IG - Institut Galilée - UP13 - Université Paris 13)

Abstract

No abstract is available for this item.

Suggested Citation

  • Dominique Guegan & Dinh Tuan Pham, 1994. "Asymptotic normality of the discrete Fourier transform of long memory time series," Post-Print halshs-00199350, HAL.
    • Handle: RePEc:hal:journl:halshs-00199350
    DOI: 10.1016/0167-7152(94)00023-9
    as

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