Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series

DOI10.1111/j.1467-9892.2005.00431.xzbMath1090.62037MaRDI QIDQ5467619

Carlos Velasco, Josu Arteche

Publication date: 24 May 2006

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

Full work available at URL: http://hdl.handle.net/10016/4358

zbMATH Keywords

seasonality; asymptotic normality; cycles; periodogram; long range dependence

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

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

Related Items

Semiparametric estimation in perturbed long memory series

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