Large-sample properties of the periodogram estimator of seasonally persistent processes

DOI10.1093/BIOMET/91.3.613zbMath1112.62105OpenAlexW2062657389MaRDI QIDQ3429966

David A. Stephens, Sofia C. Olhede, Emma J. McCoy

Publication date: 20 March 2007

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d19a3881a94884b15910357d3a7929cff21110e4

zbMATH Keywords

periodicitylong memorytapering

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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