scientific article; zbMATH DE number 854953

zbMath0839.62087MaRDI QIDQ4869738

Peter M. Robinson, Miguel A. Delgado

Publication date: 23 June 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriessemiparametric estimationlong range dependenceARFIMA modelsoptimal bandwidth choicefractional ARIMA modelsdata-dependent approximationsself similarity parametersmooth spectrum

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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Testing for long memory in the Asian foreign exchange rates ⋮ Optimal spectral kernel for long-range dependent time series ⋮ Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations ⋮ Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test ⋮ Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data

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