Modelling cycles in climate series: the fractional sinusoidal waveform process

DOI10.1016/J.JECONOM.2022.04.008MaRDI QIDQ6190945zbMATH OpenOpenAlexFDO

Authors 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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Cited in

(5)

• Cyclical long memory: decoupling, modulation, and modeling
• Robust Trend Estimation for Strongly Persistent Data with Unobserved Memory
• Statistical evaluation of a long-memory process using the generalized entropic value-at-risk
• Statistical properties of oscillatory processes with stochastic modulation in amplitude and time
• Model selection for unit-root time series with many predictors

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