Long memory with seasonal effects
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Publication:5933668
DOI10.1023/A:1009967932430zbMath0979.60011MaRDI QIDQ5933668
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Publication date: 3 February 2002
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
aggregationfunctional central limit theoremDonsker linelinear filteringRosenblatt processspectral density estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
Related Items (12)
Asymptotic behavior of weakly dependent aggregated processes ⋮ Asymptotic behavior of functionals of cyclic long-range dependent random fields ⋮ Non-central limit theorems and convergence rates ⋮ Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra ⋮ Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields ⋮ Random sampling of long-memory stationary processes ⋮ Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results ⋮ Aggregation of isotropic autoregressive fields ⋮ Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series ⋮ Memory properties and aggregation of spatial autoregressive models ⋮ Efficient Estimation of Seasonal Long‐Range‐Dependent Processes ⋮ Estimation of harmonic component in regression with cyclically dependent errors
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