On estimation of mean and covariance functions in repeated time series with long-memory errors*
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10986-014-9224-1.pdf
Reference52 articles.
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3. J. Beran and Y. Feng, Local polynomial fitting with long-memory, short-memory and antipersistent errors, Ann. Inst. Stat. Math., 54(2):291–311, 2002.
4. J. Beran and Y. Feng, SEMIFAR models—a semiparametric framework for modelling trends, long-range dependence and nonstationarity, Comput. Stat. Data Anal., 40(2):393–419, 2002.
5. J. Beran, Y. Feng, S. Ghosh, and R. Kulik, Long-Memory Processes: Probabilistic Properties and Statistical Methods, Springer, Berlin, Heidelberg, 2013.
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