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.XMaRDI QIDQ4299028zbMATH OpenOpenAlexFDO

Authors 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

This page was built for publication: ACKNOWLEDGEMENT OF PRIORITY FOR "ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES"

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4299028)