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<i>M</i>-periodogram for the analysis of long-range-dependent time series - MaRDI portal

<i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925)

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scientific article; zbMATH DE number 6891838
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English
<i>M</i>-periodogram for the analysis of long-range-dependent time series
scientific article; zbMATH DE number 6891838

    Statements

    title
    <i>M</i>-periodogram for the analysis of long-range-dependent time series (English)
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    author
    F. A. Fajardo
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    Murad S. Taqqu
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    Céline Lévy-Leduc
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    published in
    Statistics
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    publication date
    20 June 2018
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    zbMATH Keywords
    periodogram
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    linear regression
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    spectral analysis
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    time series
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    M-estimate
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    62F35
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    62F12
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    62J05
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    62E20
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    zbMATH DE Number
    6891838
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    OpenAlex ID
    W2788689307
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