Random sampling of long-memory stationary processes

DOI10.1016/j.jspi.2009.10.011zbMath1182.62182arXiv0810.1718OpenAlexW2015838452MaRDI QIDQ2266882

Marie-Claude Viano, Anne Philippe

Publication date: 26 February 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.1718

zbMATH Keywords

spectral densityaliasingFARIMA processesregularly varying covariancegeneralised fractional processesseasonal long-memory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Asymptotic behavior of functionals of cyclic long-range dependent random fields ⋮ Random discretization of stationary continuous time processes

Cites Work

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