Robust estimation of fractional seasonal processes: modeling and forecasting daily average SO₂ concentrations
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Publication:1997019
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Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 1944303 (Why is no real title available?)
- scientific article; zbMATH DE number 854953 (Why is no real title available?)
- scientific article; zbMATH DE number 3395249 (Why is no real title available?)
- (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
- A generalized fractionally differencing approach in long-memory modeling
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Alternatives to the Median Absolute Deviation
- An \(M\)-estimator for the long-memory parameter
- Asymptotic properties of \(U\)-processes under long-range dependence
- Averaged periodogram estimation of long memory
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study
- Data analysis using regression models with missing observations and long-memory: an application study
- ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
- ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes
- Estimating seasonal long-memory processes: a Monte Carlo study
- Estimation of seasonal fractionally integrated processes
- Fractional differencing
- Highly robust estimation of the autocovariance function
- Inference of Seasonal Long‐memory Time Series with Measurement Error
- Inference of seasonal long-memory aggregate time series
- Invariance of the first difference in ARFIMA models
- Large sample behaviour of some well-known robust estimators under long-range dependence
- Long‐Memory Time Series
- NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
- On a class of M-estimators for Gaussian long-memory models
- Robust estimation in long-memory processes under additive outliers
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models
- Semiparametric inference in seasonal and cyclical long memory processes
- Semiparametric robust tests on seasonal or cyclical long memory time series
- Some simulations and applications of forecasting long-memory time-series models
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
Cited in
(6)- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- Robust estimation in time series with long and short memory properties
- Robust estimation in long-memory processes under additive outliers
- \(M\)-periodogram for the analysis of long-range-dependent time series
- Minimax filtering of sequences with periodically stationary increments
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