Comparison of standard long memory time series-Reference-Cited by-同舟云学术

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Comparison of standard long memory time series

Published:2023-11-22 Issue: Volume: Page:1-11
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Silva H. P. T. N.¹,Dissanayake G. S.²,Peiris T. S. G.³

Affiliation:

1. Department of Social Statistics, Faculty of Humanities and Social Science, University of Sri Jayewardenepura, Sri Jayewardenepura, Sri Lanka

2. New South Wales Ministry of Health and School of Mathematics and Statistics, University of Sydney, Sydney, Australia

3. Department of Mathematics and Statistics, Sri Lanka Institute of Information and Technology, Malabe, Sri Lanka

Funder

University of Sri Jayewardenepura

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2023.2280804

Reference32 articles.

1. Box GEP, Jenkins GM. Time series analysis forecasting and control. Merrifield, Va: 1976. Rev. ed. Holden-Day.

2. AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

3. Fractional differencing

4. THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

5. Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

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