Yi Lu

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

75

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (1)

1.

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

NYU Working Paper No. SOR-2004-3
Number of pages: 22 Posted: 03 Nov 2008
Texas A&M University - Department of Statistics, Stern School of Business, New York University and affiliation not provided to SSRN
Downloads 75 (328,270)

Abstract:

Loading...