Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques

DOI10.1080/0266476032000076146MaRDI QIDQ3591878zbMATH OpenOpenAlexFDO

Authors Luis A. Gil-Alana

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0266476032000076146

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Averaged periodogram estimation of long memory
• Discrimination between monotonic trends and long-range dependence
• Efficient parameter estimation for self-similar processes
• Efficient Tests of Nonstationary Hypotheses
• Gaussian semiparametric estimation of long range dependence
• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• Log-periodogram regression of time series with long range dependence
• Long memory relationships and the aggregation of dynamic models
• On large-sample estimation for the mean of a stationary random sequence
• Semiparametric analysis of long-memory time series
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(4)

• Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis
• An Explicit Distribution to Model the Proportion of Heating Degree Day and Cooling Degree Day
• Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age?
• Semiparametric estimation and testing of the trend of temperature series

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