Detecting fuzzy periodic patterns in futures spreads
DOI10.1007/S00362-012-0493-7zbMATH Open1297.62102OpenAlexW2059730272MaRDI QIDQ744771FDOQ744771
Authors: Erhard Reschenhofer, Werner Ploberger, Georg V. Lehecka 
Publication date: 26 September 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-012-0493-7
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Cites Work
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Testing for a break in persistence under long-range dependencies and mean shifts
- Detecting changes from short to long memory
- Testing for cycles in multiple time series
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes
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