{"entities":{"Q2784955":{"pageid":2795693,"ns":120,"title":"Item:Q2784955","lastrevid":83268392,"modified":"2026-05-07T06:56:04Z","type":"item","id":"Q2784955","labels":{"en":{"language":"en","value":"Model selection for broadband semiparametric estimation of long memory in time series"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1733175"}},"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":"Q2784955$FF071B87-E7E9-4D83-A587-C78CBCCA4D06","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b45882a8e6b76440fcd67a43f01fdf0b82bf35fa","datavalue":{"value":"0984.62068","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$B7A6E96E-001F-4C49-92C0-712E4C1310C0","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b2187e0ea87ae19aee6cb3884df8e53553993c9a","datavalue":{"value":"10.1111/1467-9892.00248","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$56A10A8C-D4AE-4E18-B6BA-0BED2DD3A2B2","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":"Q2784955$534F660B-0755-4B4F-B6A8-E074C7F8D85A","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":"Q2784955$7A7AA885-783F-4D6A-91E7-A90181BA5660","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"311ed7fa9222ebce3571fb58ac7575ce5e3b89fd","datavalue":{"value":{"time":"+2002-04-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2784955$36BA35C5-0AE2-4441-8CBF-23E22B19C58A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bf6341077f22bd3bd312b60e9f8a48d58c09cf2b","datavalue":{"value":"http://archive.nyu.edu/handle/2451/14783","type":"string"},"datatype":"url"},"type":"statement","id":"Q2784955$2BB51B8A-345F-4CC9-A1FE-C438AB2DBDEB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e8377d5281bd65f83a5c3556cb0d4338def0b348","datavalue":{"value":"62M15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$E9801DD2-B8E6-4F69-B69E-A95A864201E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$58F19EB9-52DD-415C-B5C6-570E4058250A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$DDA6BB8A-023B-49AB-B297-5164C1532739","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$B0DA38F5-7A26-4224-B0D7-EF8DD9CDCD0A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"da863df7702a8d850fbcaba74663cebc54bec208","datavalue":{"value":"1733175","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$5A5E457D-27EF-4453-8C5D-EDAE4495C513","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e4048e713777c7070ca195602a2ad4c5a8190fd2","datavalue":{"value":"long-memory parameter","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$53C07738-FEF6-405B-B788-E0F2C88DB5D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c93e49ad9579fc0818a910ceec42d2a01e44edcf","datavalue":{"value":"least squares estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$B01299C6-CDE9-4310-96CD-063E7F0166BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"be3d9e9cfdaa17eea638db3fac7ecdd309effd59","datavalue":{"value":"mean square error","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$53E79C23-11A1-4796-911E-05DD36802BD9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"010ab04ce0b95131cea5ede186150a8e1de3dfe2","datavalue":{"value":"asymptotic expansions","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$108CB919-93F8-42DB-A3F6-669C95DEDE4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2d880fb83080761048200b45cf2bdb8f12d7a95e","datavalue":{"value":"time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$7032CB40-3597-4964-A466-9302B4A5DF37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"af28b484763b4ba7ba6ed8fb8f470166de6a4049","datavalue":{"value":"spectral density","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$BFEB6FDD-D58A-41B1-914A-C02A71483DD9","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":"Q2784955$7E8CB051-B133-41A2-9F7C-2E65E320F33A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0a883a2df5504d6e9affe9ec4c3fc73277197137","datavalue":{"value":"W3122961312","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2784955$C9DDBD1E-5BD9-4955-A3DF-CCC863BD48B5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"77be22ab70d028b0677066f7711133601e1c4d5e","datavalue":{"value":{"text":"Model selection for broadband semiparametric estimation of long memory in time series","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2784955$15C3A6BF-F3C0-450C-BA22-28905BF81782","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d9392d62246bb745a63fa6040fa0551ac64c8400","datavalue":{"value":"A Gaussian time series with spectral density \\(f(\\omega)=|1-e^{-i\\omega}|^{-2d}f^*(\\omega)\\) is considered, where \\(f^*\\) is positive, even, continuous, bounded above and bounded away from zero, and \\(d\\) is the long-memory parameter. The problem is to estimate \\(d\\). The author uses a semiparametric approach based on the expansion of \\(\\log f^*=\\sum_{k=0}^\\infty\\gamma_k\\cos(k\\omega)\\). This series is truncated at \\(k=h\\) and an ordinary least squares estimator \\(\\hat\\beta=(\\hat\\gamma_0,\\dots,\\hat\\gamma_h, -2\\hat d)\\) is used for the parameter \\(\\beta=(\\gamma_0,\\dots,\\gamma_h, -2d)\\). The truncation parameter \\(h\\) is selected to minimize the \\(MSE=E(\\hat d- d)^2\\). The author derives asymptotic approximations of the MSE and constructs an algorithm for selection of \\(h\\). Some Monte Carlo results are presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784955$A15C1BC6-33D2-47FE-AEFD-C945E5C4244F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3fb7388a6443f5c67f0d0e5ac24dd2423c2c9619","datavalue":{"value":{"entity-type":"item","numeric-id":2740106,"id":"Q2740106"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0aff27208946f7d277f6c1b9eedf505b8007801c","datavalue":{"value":{"amount":"+0.8767154216766357","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":"Q2784955$14432C34-65B3-4F75-A46F-510F8C987BE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"22dc86b2315d8e6f6150bc3cec414bd7965b9155","datavalue":{"value":{"entity-type":"item","numeric-id":1922368,"id":"Q1922368"},"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":"Q2784955$7353A0FA-8839-494E-9EDB-C655DACAE03A","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":"e5b7ea33236896ad9bd1877db22894fd957f495a","datavalue":{"value":{"amount":"+0.8426088094711304","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":"Q2784955$35ABA6CF-7B75-4B37-B307-D57EEFE97DFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5dace124047cc1ebbd41ff252a72c33cb5c18c33","datavalue":{"value":{"entity-type":"item","numeric-id":4337825,"id":"Q4337825"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"29e3bd1d0e6b01de67df42784f15585080a5a615","datavalue":{"value":{"amount":"+0.842287003993988","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":"Q2784955$8BF08A13-9ED9-46F0-9C50-B0108FE459D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02446b30d9eab89647201eb9f9f43693e5eb06f5","datavalue":{"value":{"entity-type":"item","numeric-id":4299036,"id":"Q4299036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a3b304486c83c1f8a32acf3059454de6a1a7d598","datavalue":{"value":{"amount":"+0.8263872861862183","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":"Q2784955$6AAC9BA8-DCAD-4069-B3E4-44B90FFF5E92","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Model selection for broadband semiparametric estimation of long memory in time series","badges":[]}}}}}