Comparison of Times Series with Unequal Length in the Frequency Domain

Jorge Caiado1, Nuno Crato1, Daniel Peña2
1CEMAPRE, ISEG, Technical University of Lisbon, Lisboa, Portugal
2Department of Statistics, Universidad Carlos III de Madrid, Getafe, Spain

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.1016/j.jedc.2005.08.012

10.1111/j.1467-9892.1986.tb00482.x

10.1080/03610929208830923

10.1093/biomet/74.1.95

10.2307/2347522

Enders W., 1995, Applied Econometric Time Series

Galeano P., 2000, Resenhas, 4, 383

Johnson R., 2007, Applied Multivariate Statistical Analysis, 6

10.1016/j.dsp.2004.12.011

10.1155/S1110865704311157

10.1093/biomet/60.2.235