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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Recommendations
covariance functionspectral densityperiodogramstationary processhydrological time seriesseasonal fractionally differenced white noiseseasonal persistent processtime series models with a long memory
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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Cited In (50)
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- Estimation of seasonal fractionally integrated processes
- A note on filtering for long memory processes
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- Modelling long-term dependence in measurement errors of plutonium concentration
- A minimum distance estimator for long-memory processes
- Modeling long term lake variations by physically based stochastic dynamic models
- Long-memory processes. Probabilistic properties and statistical methods
- Fractionally differenced Gegenbauer processes with long memory: a review
- State space modeling of Gegenbauer processes with long memory
- Cyclical long memory: decoupling, modulation, and modeling
- Impulse responses of fractionally integrated processes with long memory
- GARTFIMA process and its empirical spectral density based estimation
- A harmonically weighted filter for cyclical long memory processes
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost
- The use of the variogram in construction of stationary time series models
- Gaussian estimation of parametric spectral density with unknown pole
- A generalized fractionally differencing approach in long-memory modeling
- Periodic trawl processes: simulation, statistical inference and applications in energy markets
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- Computationally efficient methods for two multivariate fractionally integrated models
- Contiguity of fractional differencing
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- On random white noise processes with memory for time series analysis
- Piecewise FARIMA models for long-memory time series
- Modelling cycles in climate series: the fractional sinusoidal waveform process
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- A general frequency domain estimation method for Gegenbauer processes
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Random sampling of long-memory stationary processes
- Forecasting highly persistent time series with bounded spectrum processes
- A new time-varying model for forecasting long-memory series
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- Long memory from Sauerbrey equation: a case in coated quartz crystal microbalance in terms of ammonia
- Analysis of the correlation structure of square time series
- DIFFERENTIAL GEOMETRY OFARFIMAPROCESSES
- Modelling long-memory time series with finite or infinite variance: a general approach
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
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- Modelling structural breaks, long memory and stock market volatility: an overview
- Semiparametric estimation for stationary processes whose spectra have an unknown pole
- 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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