ACKNOWLEDGEMENT OF PRIORITY FOR "ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES"

DOI10.1111/J.1467-9892.1994.TB00177.XzbMATH Open0794.62067OpenAlexW2019541910MaRDI QIDQ4299028FDOQ4299028

Clifford Hurvich, Kaizô Iwakami Beltrão

Publication date: 29 June 1994

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00177.x

Mathematics Subject Classification ID

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

Cites Work

• Discrimination between monotonic trends and long-range dependence

Cited In (2)

• An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
• THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR

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