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

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

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