Forecasting highly persistent time series with bounded spectrum processes (Q6099124): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3746737 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small sample effects in time series analysis: A new asymptotic theory and a new estimate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting time series models to nonstationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory and regime switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3218973 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3084090 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic theory of linear time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Analysis with Long Memory in View / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harmonically Weighted Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional differencing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A harmonically weighted filter for cyclical long memory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5756426 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Properties of the Generalized Autoregressive Moving Average (GARMA (1, 1; δ<sub>1</sub>, δ<sub>2</sub>)) Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: On properties of the second order generalized autoregressive GAR(2) model with index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Systematic Approach for Portmanteau Tests in View of the Whittle Likelihood Ratio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and information in stationary time series / rank
 
Normal rank

Latest revision as of 09:13, 1 August 2024

scientific article; zbMATH DE number 7697714
Language Label Description Also known as
English
Forecasting highly persistent time series with bounded spectrum processes
scientific article; zbMATH DE number 7697714

    Statements

    Forecasting highly persistent time series with bounded spectrum processes (English)
    0 references
    0 references
    19 June 2023
    0 references
    fractional processes
    0 references
    long memory
    0 references
    non-stationarity
    0 references
    bounded spectrum
    0 references
    forecasting
    0 references
    climate time series
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers