Harmonically Weighted Processes

DOI10.1111/JTSA.12475zbMATH Open1444.62105OpenAlexW2946301624MaRDI QIDQ5111777FDOQ5111777

Authors: Mehdi Hosseinkouchack, Uwe Hassler 

Publication date: 27 May 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12475

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zbMATH Keywords

fractional integrationlong memorypersistenceinflation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Functional data analysis (62R10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cited In (5)

• A harmonically weighted filter for cyclical long memory processes
• Detection of long range dependence in the time domain for (in)finite-variance time series
• Forecasting highly persistent time series with bounded spectrum processes
• Weighted harmonic means
• Estimating the mean under strong persistence

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