{"entities":{"Q2742778":{"pageid":2753517,"ns":120,"title":"Item:Q2742778","lastrevid":83006114,"modified":"2026-05-06T22:41:04Z","type":"item","id":"Q2742778","labels":{"en":{"language":"en","value":"Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1650419"}},"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":"Q2742778$6F125EDC-CF33-4696-9902-912F5AB329E5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0ec07c88a17171fd4b263a0079b025fed0599825","datavalue":{"value":"0972.62087","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$B29262AF-DDB7-421C-B439-A28431348CB5","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"64fe1bf72a0af03d7919debfaf02a982225e7568","datavalue":{"value":"10.1111/1467-9892.00196","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$A2E3E28D-C8FB-4F10-948B-8FAADC17E1A4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3722e7dd464c143dccd336144ad586ec3c1196fa","datavalue":{"value":{"entity-type":"item","numeric-id":217352,"id":"Q217352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742778$11381942-BB90-4109-9530-5F18A1CA4BDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"786e7b12a451d3fb3edf1e5796b01534af51caad","datavalue":{"value":{"entity-type":"item","numeric-id":207086,"id":"Q207086"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742778$483C959C-0D19-4A39-9264-B711A976593A","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":"Q2742778$5FE505A1-4EF1-41DE-A3A4-90DB3AE78D08","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bbe75a70230035dd524404f684e8680186c503aa","datavalue":{"value":{"time":"+2001-09-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2742778$17444D89-B028-4E5E-B83E-B6B192A6506A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e8377d5281bd65f83a5c3556cb0d4338def0b348","datavalue":{"value":"62M15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$0F9248E5-DDA7-4088-A2EA-FF2D37ED4FF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$B148E4BE-81D5-4F51-8663-EE5F1D1C8850","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$F3B439FE-47C1-40E0-9309-28D1FFCF721A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$34889DCF-7C74-403E-A850-A57159005C5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"708a6f1a75f978962215fcdf6748c16c77f4fd6e","datavalue":{"value":"62P10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$78046016-A625-488A-BD51-1868AB0775C9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2b7e1ebdab701db1d1461c8d1b899553faa7994c","datavalue":{"value":"1650419","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$193926C4-ED11-41DA-A2C5-2CFCF5FA6674","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"af28b484763b4ba7ba6ed8fb8f470166de6a4049","datavalue":{"value":"spectral density","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742778$822E3B35-29FF-40DD-88AD-CA26DAA279C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"909bcf7e3482cbf1f032bf2fb3f37ed097ed8a86","datavalue":{"value":"long-range dependence","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742778$7E21F868-4F9F-44D0-8E2B-8B5FF791C3E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"58c0db2593a80ed1629913100d12cda5b84c163d","datavalue":{"value":"dominating frequency","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742778$F4ECD8F8-0DBB-411F-B1C1-5DBD64006A48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0e260a17d00bfafcfc311a25b54438bcfcb648a1","datavalue":{"value":"maximum likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742778$BEEBF682-F2E3-402C-A0CA-0309F19899FB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2742778$CD2DEB95-3762-48F8-B428-A4AA6F72A348","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4e0bc5b4680f62e2664dfb835e85dd16b8a98f07","datavalue":{"value":"https://doi.org/10.1111/1467-9892.00196","type":"string"},"datatype":"url"},"type":"statement","id":"Q2742778$775F99CF-7D05-415B-8A47-07BAE90B706A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7b4bec3b75012e2c7df53683df9bcc08967aa5a9","datavalue":{"value":"W2090351775","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2742778$DD1ADD82-E321-40A0-8049-6C5772DC13A7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d990b8fd3ec265006c9c0c0da9f11364febef61","datavalue":{"value":{"entity-type":"item","numeric-id":2373579,"id":"Q2373579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2785e99990250cf507249864d5386fff3b01f762","datavalue":{"value":{"amount":"+0.7820251","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$FE7A65C0-7FE2-40DF-954A-FECB46656FBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6edb137aee788008e8b9cac6a88689f3e1a6edf8","datavalue":{"value":{"entity-type":"item","numeric-id":4323541,"id":"Q4323541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"948dc5ea5205c0d33325ce13ddcec63175aac8a2","datavalue":{"value":{"amount":"+0.7729908","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$BE7E6087-AC9A-42EE-9023-B361B894579F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"57b1da21ba54b7d6eec3fe0fe65134753dee0e49","datavalue":{"value":{"entity-type":"item","numeric-id":1104007,"id":"Q1104007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06528951cf4c98f5cf6180a713ca14771e90800c","datavalue":{"value":{"amount":"+0.7602068","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$781462A2-B4B8-4DAC-902E-A8BBB36BDA4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c31ecf6981d08d8d21f5daa5aa98848e87f7257","datavalue":{"value":{"entity-type":"item","numeric-id":1914263,"id":"Q1914263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bb1fd00e1397b3cdca2423e7669f46d804e6e83c","datavalue":{"value":{"amount":"+0.75496984","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$D41358FA-996B-4B2D-97E8-881C259C5C5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f926fe8743e1307ad25492ebdbcbf576879917c7","datavalue":{"value":{"entity-type":"item","numeric-id":3973441,"id":"Q3973441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68d419505b2ac52a149de964abaccdba26d5a9a7","datavalue":{"value":{"amount":"+0.75436455","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$58F45F4B-AAEF-44A5-887B-010C025C2D7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d4d61cf5d4953197369af9039868dd71611f922","datavalue":{"value":{"entity-type":"item","numeric-id":3702337,"id":"Q3702337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6dd711cd0c53ee8454231bf72cf2f2c942426052","datavalue":{"value":{"amount":"+0.7482092","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$30BDE9A7-5B17-434C-9414-D586D7C29189","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e968db0b76ca35ca6ba324acc3954c3a35fc920","datavalue":{"value":{"entity-type":"item","numeric-id":1856453,"id":"Q1856453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c4f166efc0ea18a68a3296e0fb6b16d66ffa6006","datavalue":{"value":{"amount":"+0.7481612","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2742778$51CF661E-B9E5-4477-9F86-968D78EE6D05","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9c59c3cf658faf8beb766a97a5b5ac98a187354d","datavalue":{"value":{"text":"Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2742778$E064C8BB-79FB-4F89-A6F7-2F56F9A3113F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"f72eff4c633c5894f0752b1f2e2b4923ee119bf3","datavalue":{"value":"Let \\(X_t\\) be a Gaussian process whose m-th difference \\(Y_t=(1-B)^mX(t)\\) is stationary for a suitably chosen \\(m\\in \\{0,1,2,\\dots\\}\\), where \\(B\\) is the backshift operator defined by \\(B^k X_t=X_{t-k}\\). The main problem considered in this paper is the estimation of the frequency \\(\\omega_{\\max}\\) where the spectral density \\(f\\) of the stochastic process \\(Y_t\\) achieves the largest local maximum in the open interval \\((0,\\pi)\\) in the case when \\(m\\) and \\(f\\) may be infinite or zero at the origin. The process \\(X_t\\) is assumed to belong to a class of parametric models, characterized by a parameter vector \\(\\omega_{\\max}\\) introduced by \\textit{J. Beran} [J. R. Stat. Soc., Ser. B 57, No. 4, 659-672 (1995; Zbl 0827.62088)].NEWLINENEWLINENEWLINEAn estimator of \\(\\omega_{\\max}\\) is proposed and its asymptotic distribution is derived with \\(\\theta\\) being estimated by maximum likelihood. In particular, \\(m\\) and the fractional differencing parameter that models long memory are estimated from the data. A simulation study illustrates good agreement between asymptotic results and finite sample behavior. For short series the simulation also demonstrates the difficulty of estimating of \\(\\omega_{\\max}\\) if it is relatively close to the origin. Finally, the proposed method is applied to medical examples that motivated this research.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2742778$0A4EB99E-8331-4D6D-BB9D-29338C104246","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models","badges":[]}}}}}