On the convergence of the spectrum of finite order approximations of stationary time series

Syamantak Datta Gupta, Ravi R. Mazumdar, Peter W. Glynn. On the convergence of the spectrum of finite order approximations of stationary time series. J. Multivariate Analysis, 121:1-21, 2013. [doi]

Authors

Syamantak Datta Gupta

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Ravi R. Mazumdar

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Peter W. Glynn

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