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Peter R. Hansen, Asger Lunde, ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR, Econometric Theory, Vol. 30, No. 1 (February 2014), pp. 60-93 ...
A.D.M. Hilton, J.B. Roberts, O. Hadded, Autocorrelation Based Analysis of Ensemble Averaged LDA Engine Data for Bias-Free Turbulence Estimates: A Unified Approach ...