Long memory estimation for complex-valued time series

DOI10.1007/s11222-018-9820-8zbMath1430.62198OpenAlexW2810878722MaRDI QIDQ149485

Marina Knight, Matthew A. Nunes, Matthew A. Nunes, Marina I. Knight

Publication date: 4 July 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-018-9820-8

zbMATH Keywords

waveletslong-range dependenceHurst exponentirregular samplingcomplex-valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to environmental and related topics (62P12)

Related Items (2)

Inter-event Times Statistic in Stationary Processes: Nonlinear ARMA Modeling of Wind Speed Time Series ⋮ CliftLRD

Uses Software

• R
• fArma
• its
• liftLRD
• CNLTreg

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