Spectral analysis of multifractional LRD functional time series
DOI10.1007/s13540-022-00053-zzbMath1503.62072OpenAlexW4283324897WikidataQ114016997 ScholiaQ114016997MaRDI QIDQ2110533
Publication date: 21 December 2022
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13540-022-00053-z
minimum contrast parameter estimationmultifractional evolution equationsmultifractional functional ARIMA modelsspatial-varying long-range dependence range
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18)
Uses Software
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