scientific article; zbMATH DE number 3982353

zbMATH Open0607.62111MaRDI QIDQ3746737FDOQ3746737

Authors: Jiří Anděl 

Publication date: 1986

Full work available at URL: https://eudml.org/doc/28174

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zbMATH Keywords

covariance functionspectral densityperiodogramstationary processhydrological time seriesseasonal fractionally differenced white noiseseasonal persistent processtime series models with a long memory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Fractional Brownian Motions, Fractional Noises and Applications
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Long memory relationships and the aggregation of dynamic models
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• Long-memory processes. Probabilistic properties and statistical methods
• Fractionally differenced Gegenbauer processes with long memory: a review
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• An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost
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• Long memory from Sauerbrey equation: a case in coated quartz crystal microbalance in terms of ammonia
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• A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies
• Effect of the order of fractional integration on impulse responses
• The cyclical structure of the UK inflation rate: 1210--2016
• Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
• The Periodogram of fractional processes¹
• Properties of seasonal long memory processes

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