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ArticleJ-GLOBAL ID:200902212443159800整理番号:06A0766668

On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series

長期記憶時間系列のための離散フーリエ変換と大規模Toeplitzシステムの高速解法との相関行列について

著者:CHEN Willa W.(Texas A&M Univ., TX)、HURVICH Clifford M.(New York Univ., NY)、LU Yi(New York Univ., NY)
資料名:J Am Stat Assoc 巻:101 号:474 ページ:812-822
発行年:2006年06月
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