Estimating the rank of the spectral density matrix
By: by Gonzalo Camba-Mendez and George Kapetanios
Contributors: Kapetanios, G. (George); European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 349; Working paper series (European Central Bank) -- working paper no. 349
Publisher: European Central Bank
Published: 2004
Place of publication: Frankfurt am Main, Germany
Language: ger
Notes: "April 2004."