scientific article; zbMATH DE number 772913

zbMATH Open0818.62080MaRDI QIDQ4838522FDOQ4838522

Authors: J. R. Court, Shelton Peiris 

Publication date: 12 July 1995

Title of this publication is not available (Why is that?)

Recommendations

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zbMATH Keywords

fractional differencingspectral density estimationlong memory time seriesestimator of degree of differencing

Mathematics Subject Classification ID

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

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• ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE
• The bias of lag window estimators of the fractional difference parameter.
• A note on time series differencing
• An efficient taper for potentially overdifferenced long-memory time series
• ESTIMATION IN LONG-MEMORY TIME SERIES MODEL
• Fast computation and practical use of amplitudes at non-Fourier frequencies

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