Yi Lu

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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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, New York University (NYU) - Leonard N. Stern School of Business and affiliation not provided to SSRN
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Abstract:

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