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zbMath0586.62150MaRDI QIDQ3711574

Emanuel Parzen

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series transformation white noise Hurst exponent long-memory model identification short-memory tail exponent cumulative weighted spacings function identification-quantile function identification-quantile normalization quantile domain functions Quantile spectral analysis spectral index of regular variation test location-scale parameter models

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Semiparametric estimation of the long-range parameter ⋮ ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM ⋮ Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity ⋮ On the sample mean of locally stationary long-memory processes

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