Adaptive test for periodic ARFIMA models

MaRDI QIDQ6549387zbMATH OpenFDO

Authors Amine Amimour

Publication date 3 June 2024

Published in Thailand Statistician (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normality propertylocally asymptotically optimal testlong memory processperiodically correlated modelsresidual autocorrelations

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
• Asymptotic methods in statistical decision theory
• Efficient detection of random coefficients in autoregressive models
• Fractional differencing
• scientific article; zbMATH DE number 954436 (Why is no real title available?)
• scientific article; zbMATH DE number 854956 (Why is no real title available?)
• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• Local asymptotic normality for a periodically time varying long memory parameter
• Local asymptotic normality for regression models with long-memory disturbance
• Long Range Dependence
• Long-Range Dependence and Self-Similarity
• Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
• Properties of seasonal long memory processes
• Rank-based tests for autoregressive against bilinear serial dependence

This page was built for publication: Adaptive test for periodic ARFIMA models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6549387)