Semiparametric estimation for seasonal long-memory time series using generalized exponential models
type: Item
instance of: scholarly article
title: Semiparametric estimation for seasonal long-memory time series using generalized exponential models
zbMATH Open document ID: 1247.62224
author: Nan-Jung Hsu
author: Henghsiu Tsai
published in: Journal of Statistical Planning and Inference
publication date: 2009-04-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5541763
zbMATH Keywords: Gegenbauer frequency
zbMATH Keywords: long-range dependence
zbMATH Keywords: log periodogram regression
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.09.011
OpenAlex ID: W2019993402
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DOI: 10.1016/J.JSPI.2008.09.011
description: scientific article; zbMATH DE number 5541763