Estimation of cyclic long-memory parameters
DOI10.1111/SJOS.12404zbMATH Open1444.62097OpenAlexW2966262929MaRDI QIDQ5108974FDOQ5108974
Authors: Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon, Andriy Olenko 
Publication date: 7 May 2020
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12404
Recommendations
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes
- Estimating a generalized long memory process
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- Gaussian semiparametric estimation in seasonal/cyclical long memory time series.
- Semiparametric inference in seasonal and cyclical long memory processes
filterstochastic processwavelet transformationseasonal/cyclic long memoryestimators of parametersGegenbauer-type spectral densities
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) General theory of stochastic processes (60G07)
Cited In (17)
- A cyclic stastistics-based parametric approach to time-delay estimation
- Marginal density estimation for linear processes with cyclical long memory
- Estimation methods for stationary Gegenbauer processes
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- A harmonically weighted filter for cyclical long memory processes
- Estimating a generalized long memory process
- Periodic trawl processes: simulation, statistical inference and applications in energy markets
- Stochastic modelling and statistical analysis of spatial and long-range dependent data
- Simulated Hellinger disparity estimation of a cyclical long memory process
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes
- Inference for estimators of generalized long memory processes
- Conditional sum of squares estimation of \(k\)-factor GARMA models
- Semiparametric estimation for stationary processes whose spectra have an unknown pole
- A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies
- Estimation of the frequency in cyclical long-memory series
- Limit theorems for filtered long-range dependent random fields
- STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS
This page was built for publication: Estimation of cyclic long-memory parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5108974)
