Abstract
AbstractThis paper reviews alternative methods for estimation for stationary Gegenbauer processes specifically, as distinct from the more general long memory models. A short set of Monte Carlo simulations is used to compare the accuracy of these methods. The conclusion found is that a Bayesian technique results in the highest accuracy. The paper is completed with an examination of the SILSO Sunspot Number series as collated by the Royal Observatory of Belgium.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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