Modelling cycles in climate series: the fractional sinusoidal waveform process

DOI10.1016/J.JECONOM.2022.04.008OpenAlexW4280496689MaRDI QIDQ6190945

Tommaso Proietti, Federico Maddanu

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.04.008

zbMATH Keywords

mixed spectrumseasonal modelscyclical long memory

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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