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Estimation and inference for time-varying spectra of locally stationary SLEX processes

Bibliographic reference Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. Estimation and inference for time-varying spectra of locally stationary SLEX processes.Proceedings of the 2nd International Symposium on Frontiers of Time Series Modeling (Nara, Japan, du 14/12/2000 au 17/12/2000).
Permanent URL http://hdl.handle.net/2078.1/90578