Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques
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Publication:3591878
DOI10.1080/0266476032000076146zbMath1121.62377OpenAlexW2010499580MaRDI QIDQ3591878
Publication date: 11 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0266476032000076146
Cites Work
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- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Long memory relationships and the aggregation of dynamic models
- On large-sample estimation for the mean of a stationary random sequence
- Semiparametric analysis of long-memory time series
- Log-periodogram regression of time series with long range dependence
- Gaussian semiparametric estimation of long range dependence
- Averaged periodogram estimation of long memory
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Discrimination between monotonic trends and long-range dependence
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Efficient Tests of Nonstationary Hypotheses
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