Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes

DOI10.1016/j.csda.2006.05.015zbMath1162.62410OpenAlexW2037326509MaRDI QIDQ1020087

Claude Manté

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.05.015

zbMATH Keywords

partitionssamplingHurst exponentregressionfractional Gaussian noiseNAO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Uses Software

• longmemo

Cites Work

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• Is the North Atlantic Oscillation just a pink noise?
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• Smooth Tests of Goodness of Fit: An Overview
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Automatic Smoothing of the Log Periodogram
• Nonparametric estimation under long memory dependence
• Fractional Brownian Motions, Fractional Noises and Applications
• Long term persistence in the atmosphere: Global laws and tests of climate models

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