Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842)

scientific article; zbMATH DE number 7205118

Language	Label	Description	Also known as
English	Estimating the Mean Direction of Strongly Dependent Circular Time Series	scientific article; zbMATH DE number 7205118

Statements

instance of

scholarly article

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title

Estimating the Mean Direction of Strongly Dependent Circular Time Series (English)

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Journal of Time Series Analysis

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publication date

27 May 2020

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zbMATH Keywords

circular time series

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mean direction

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long-range dependence

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Gaussian subordination

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confidence interval

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/jtsa.12500

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cites work

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Non-central limit theorems for non-linear functional of Gaussian fields

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Asymptotic normality of wavelet estimators of the memory parameter for linear processes

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Topics in Circular Statistics

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Some Angular-Linear Distributions and Related Regression Models

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Multiple Wiener-Ito integrals. With applications to limit theorems

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On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

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Broadband log-periodogram regression of time series with long-range dependence

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Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence

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Broadband semi-parametric estimation of long-memory time series by fractional exponential models

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Log-periodogram regression of time series with long range dependence

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Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables

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Weak convergence to fractional brownian motion and to the rosenblatt process

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Block Bootstrap for the Empirical Process of Long‐Range Dependent Data

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Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes

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Identifiers

zbMATH Open document ID

1445.62218

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5111842