Miscellanea. Statistical analysis of incomplete long-range dependent data

DOI10.1093/BIOMET/86.4.965zbMATH Open0940.62088OpenAlexW2079549909MaRDI QIDQ4937286FDOQ4937286

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

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zbMATH Keywords

maximum likelihoodincomplete datalong-memoryARFIMA modelstate spacelinear predictormean square prediction error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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

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