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Autocovariance functions of series and of their transforms

Journal of Econometrics, 124(2): 227--252, 2005.
Authors: Karim M. Abadir and Gabriel Talmain
URL: http://www.sciencedirect.com/science/article/B6VC0-4C47MSH-4/2/8197f6c8f65c26a393e3133afa6b98d1
Description: Journal of Econometrics
Tags: Autocovariance functions
| URL | BibTeX  
@article{Abadir2005,
title = {Autocovariance functions of series and of their transforms},
author = {Karim M. Abadir and Gabriel Talmain},
journal = {Journal of Econometrics},
month = {Feb},
number = {2},
pages = {227--252},
url = {http://www.sciencedirect.com/science/article/B6VC0-4C47MSH-4/2/8197f6c8f65c26a393e3133afa6b98d1},
volume = {124},
year = {2005},
description = {Journal of Econometrics},
keywords = {Autocovariance functions }
}