Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
From MaRDI portal
(Redirected from Publication:2811279)
Recommendations
- Gaussian semiparametric estimation in seasonal/cyclical long memory time series.
- Estimation of cyclic long-memory parameters
- Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models
- On the estimation of locally stationary long-memory processes
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models
Cites work
- A generalized fractionally differencing approach in long-memory modeling
- A k-Factor GARMA Long-memory Model
- A limit theory for long-range dependence and statistical inference on related models
- A parametric bootstrap test for cycles
- An exponential model for the spectrum of a scalar time series
- Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models
- Convergence of a stochastic approximation version of the EM algorithm
- Estimation of the location and exponent of the spectral singularity of a long memory process
- Fitting long-memory models by generalized linear regression
- Fractional differencing
- Gaussian estimation of parametric spectral density with unknown pole
- Gaussian semiparametric estimation of long range dependence
- scientific article; zbMATH DE number 46153 (Why is no real title available?)
- scientific article; zbMATH DE number 1881986 (Why is no real title available?)
- ON GENERALIZED FRACTIONAL PROCESSES
- PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models
- Semiparametric inference in seasonal and cyclical long memory processes
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- The asymptotic theory of linear time-series models
- Time series: theory and methods.
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series
Cited in
(4)
This page was built for publication: Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2811279)
