Estimation of the frequency in cyclical long-memory series

DOI10.1080/00949655.2010.496728zbMath1431.62432MaRDI QIDQ5300759

Josu Arteche, Miguel Artiach

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.496728

zbMATH Keywords

frequency domain; long memory; periodogram; persistent cycle; hidden frequency

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

Related Items

Asymptotic normality of simultaneous estimators of cyclic long-memory processes

Cites Work

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