Miscellanea. Statistical analysis of incomplete long-range dependent data

DOI10.1093/BIOMET/86.4.965MaRDI QIDQ4937286zbMATH OpenOpenAlexFDO

Authors Wilfredo Palma, Guido E. Del Pino

Publication date 19 March 2000

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/86.4.965

zbMATH Keywords

maximum likelihoodincomplete datalong-memoryARFIMA modelstate spacelinear predictormean square prediction error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Recommendations

• Data analysis using regression models with missing observations and long-memory: an application study
• Long‐Memory Time Series
• Long-memory wavelet models
• scientific article; zbMATH DE number 847242
• scientific article; zbMATH DE number 4178494

Cited in

(7)

• Data analysis using regression models with missing observations and long-memory: an application study
• Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
• Wavelet variance analysis for gappy time series
• Assessing influence in Gaussian long-memory models
• Long-range dependence and sea level forecasting
• M-estimation with incomplete and dependent multivariate data
• A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies

This page was built for publication: Miscellanea. Statistical analysis of incomplete long-range dependent data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4937286)