Long memory estimation for complex-valued time series
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Publication:149485
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
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)
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Cites Work
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