{"entities":{"Q2740106":{"pageid":2750845,"ns":120,"title":"Item:Q2740106","lastrevid":47672278,"modified":"2026-01-02T09:42:20Z","type":"item","id":"Q2740106","labels":{"en":{"language":"en","value":"Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1646506"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2740106$482AFFCF-41F2-47B2-A5EE-9335FC92470E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9036df3d918597abcb78c8f0c064eeba1faac13c","datavalue":{"value":"0974.62081","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$91036FAE-2F59-4D2A-A5A2-C10ED21230E8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"20dac5871657e2292eea144fd1739ae78d165d3f","datavalue":{"value":"10.1111/1467-9892.00220","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$779F41ED-A4B7-4340-9FB1-28A4C7807527","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f2def3cf5c93f5b653924ad07de07d5e8f1197cd","datavalue":{"value":{"entity-type":"item","numeric-id":289189,"id":"Q289189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2740106$9DF361AE-9B72-453F-9554-15EA06192390","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d7fd0cce7d9251b1b9cc6aa8c153f96d2fe092f0","datavalue":{"value":{"entity-type":"item","numeric-id":2740105,"id":"Q2740105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2740106$810C666B-5FAB-4B12-8640-DF0DA4F07CFD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5cf08832459bedd97fe9e7614e5ba16a6b0d7563","datavalue":{"value":{"entity-type":"item","numeric-id":60255,"id":"Q60255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2740106$615FF187-616B-4CF5-A4BA-BDA90279C2A8","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"81f8906f510a1a7a3f5462e696b50f1cf7c22137","datavalue":{"value":{"time":"+2001-09-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2740106$87260DC2-ADF6-487B-B8ED-67338FC37065","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e8377d5281bd65f83a5c3556cb0d4338def0b348","datavalue":{"value":"62M15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$DD738723-EF8D-4158-A702-F01FC6712E71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$74E7560D-5129-4188-860E-24A9EB44D20E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$C55C03C5-F97C-4A34-8A65-F968CA4B3FE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e91f303795c91a4b05320ceb841642d986dc5c77","datavalue":{"value":"62F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$042CA1EF-1290-44B0-BE88-F1A19D1E43FD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"55434776f2574e8c90ca1be70bbf5a342d6e3b59","datavalue":{"value":"1646506","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$7C199190-56AF-4AEC-ADE6-4549E7CAE7EA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"428f488fe97a77c2f8f3348a204e48d00ada0394","datavalue":{"value":"long-memory time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$B982E277-8684-4BF1-A0D6-09550D0874CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d2b6a456c59b68082d7ea7a2219957189c9d6acf","datavalue":{"value":"fractional exponential models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$7FA61311-9E57-4D6F-8B4E-ED4549DE5D19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ecc6b22edba33cab1f1629c0aeb07e43cf6d922","datavalue":{"value":"stationar processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$1941C4B8-BF9C-4401-BF6C-481BC4A4DF15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"966db26594221093ae08bf0043ea4d3322f3db91","datavalue":{"value":"Gaussian processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$83228000-9901-4F01-AB81-AF50FC17E7F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16346da7884e15b66476393625b79928da2f0b81","datavalue":{"value":"periodogram","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$BB160604-87B8-45AB-A713-AE9835334180","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"af28b484763b4ba7ba6ed8fb8f470166de6a4049","datavalue":{"value":"spectral density","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$7355AEFC-C346-4E52-8D49-756680A7DC65","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2740106$1A89C81A-2BFB-41AF-898B-5706A7CD00BF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8b074177dc06c2eb8d518ac6a288369dcf2f0cf5","datavalue":{"value":"https://doi.org/10.1111/1467-9892.00220","type":"string"},"datatype":"url"},"type":"statement","id":"Q2740106$0D6A61EF-8F6D-4649-A8F7-816DDC13F57E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4b428971528420ee18528943f702a0cec39c8ce8","datavalue":{"value":"W3125610179","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2740106$D7091EA2-7D0C-4604-B746-B4C398C8556A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8173f2351b7f07b2e938e050c197a270a8fda4e2","datavalue":{"value":{"text":"Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2740106$AEB3A251-D1FD-487F-860F-FAAA7599F9CA","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d97a8d25a69a90730b0abf7b628ce7d07f7f69e3","datavalue":{"value":"The authors consider a Gaussian long-memory time series with spectral density NEWLINE\\[NEWLINEf(\\lambda)=|1-e^{-i\\lambda }|^{-2d}f^*(\\lambda),\\quad \\lambda \\in [-\\pi;\\pi],NEWLINE\\]NEWLINE where the memory parameter \\(d\\in (-1/2, 1/2)\\) and the function \\(f^*(\\lambda)\\) govern the long- and short-term correlation structures of the series, respectively. A semiparametric estimator of \\(d\\) is considered. The bias and the variance of the estimator are derived. Some of their asymptotic properties are given. A Monte Carlo study is presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2740106$53E7FD79-318A-4BD3-9784-0DB7F1A5CA5C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1882639b7652f2b0f1dd4999eca6d82fd8073283","datavalue":{"value":{"entity-type":"item","numeric-id":4979100,"id":"Q4979100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e41a3eb719347a527e113a93b73730600bdf714c","datavalue":{"value":{"amount":"+0.9040427207946776","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2740106$C4B1AADB-AADC-4CEE-997F-59EA2F227BC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d37e812284f30e1764372e528b30c0aead057baf","datavalue":{"value":{"entity-type":"item","numeric-id":2784955,"id":"Q2784955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1dc70aa12af65973294f2edd4e3a76e7dfa1065a","datavalue":{"value":{"amount":"+0.8823991417884827","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2740106$1A648B6D-8B12-4450-A039-72B8290229A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"16a20d8bd4da61f41d04099f14d6083aa2c73cda","datavalue":{"value":{"entity-type":"item","numeric-id":1011539,"id":"Q1011539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"55847576a2ab270d67b55f8ad46adb5a3c433ed4","datavalue":{"value":{"amount":"+0.8759090304374695","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2740106$93C1981F-2D33-4800-BD1F-BFB5B02F2F8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2f71339beea098035cb28e5dde5ca00a33730cec","datavalue":{"value":{"entity-type":"item","numeric-id":1568278,"id":"Q1568278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e80ca664653eb5d964db3da48636a101cc196d48","datavalue":{"value":{"amount":"+0.8724162578582764","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2740106$414705F1-5C39-45D2-8860-BD38C8DCDF7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6272cb78aec5e3cb3d2ca6f34d755b856fd63542","datavalue":{"value":{"entity-type":"item","numeric-id":1327856,"id":"Q1327856"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bd90d653e51d04968cd342a9639c6f27b8fe322f","datavalue":{"value":{"amount":"+0.8722553253173828","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2740106$A10B41B9-50CE-4CB4-89BE-1760123D633A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2740106","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2740106"}}}}}