Harmonically Weighted Processes
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Publication:5111777
DOI10.1111/jtsa.12475zbMath1444.62105OpenAlexW2946301624MaRDI QIDQ5111777
Mehdi Hosseinkouchack, Uwe Hassler
Publication date: 27 May 2020
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12475
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
Related Items (4)
A harmonically weighted filter for cyclical long memory processes ⋮ Forecasting highly persistent time series with bounded spectrum processes ⋮ Detection of long range dependence in the time domain for (in)finite-variance time series ⋮ Estimating the mean under strong persistence
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