Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843)
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scientific article; zbMATH DE number 5697503
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| English | Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series |
scientific article; zbMATH DE number 5697503 |
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Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (English)
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22 April 2010
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autoregressive processes
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Brownian motion
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cycles
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functional central limit theorems
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least squares estimates
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long memory
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0.8637316
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0.8521046
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0.84794295
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