Time series analysis with long memory in view
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(17)- A harmonically weighted filter for cyclical long memory processes
- Whittle-type estimation under long memory and nonstationarity
- Nonstationarity-extended Whittle estimation with discontinuity: a correction
- Estimating the mean under strong persistence
- Time series analysis. Nonstationary and noninvertible distribution theory
- Large sample inference for long memory processes
- Long‐Memory Time Series
- scientific article; zbMATH DE number 2174795 (Why is no real title available?)
- Harmonically Weighted Processes
- Forecasting highly persistent time series with bounded spectrum processes
- Detection of long range dependence in the time domain for (in)finite-variance time series
- Conditional sum of squares estimation of \(k\)-factor GARMA models
- Novel Bayesian algorithms for ARFIMA long-memory processes: a comparison between MCMC and ABC approaches
- Integrating clustering and sequential analysis for improving the spectral density estimation and dependency structure of time series
- Improving the lag window estimators of the spectrum and memory for long-memory stationary Gaussian processes
- Robust Trend Estimation for Strongly Persistent Data with Unobserved Memory
- The modified conditional sum-of-squares estimator for fractionally integrated models
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