Modelling long-term dependence in measurement errors of plutonium concentration

DOI10.1007/BF02925321MaRDI QIDQ4012969zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis

Publication date 27 September 1992

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02925321

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Survival analysis and censored data (62N99)

Cites work

• scientific article; zbMATH DE number 3982353 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A test of location for data with slowly decaying serial correlations
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Efficient parameter estimation for self-similar processes
• Fractional differencing
• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• On a measure of lack of fit in time series models
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

Cited in

(1)

• Computational framework for longevity risk management

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