M-periodogram for the analysis of long-range-dependent time series
DOI10.1080/02331888.2018.1427751zbMATH Open1408.62146OpenAlexW2788689307MaRDI QIDQ4567925FDOQ4567925
Authors: F. A. Fajardo, Valdério Anselmo Reisen, Murad S. Taqqu, Céline Lévy-Leduc 
Publication date: 20 June 2018
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2018.1427751
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Cited In (5)
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
- A spectral approach to estimate the autocovariance function
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
- Estimating long-range dependence in the presence of periodicity: An empirical study
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