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Estimation of seasonal long-memory parameters - MaRDI portal

Estimation of seasonal long-memory parameters

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Publication:6302316

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arXiv1805.11905MaRDI QIDQ6302316

Myriam Fradon, Huda Mohammed Alomari, Andrew Ya. Olenko, Antoine Ayache

Publication date: 30 May 2018

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

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