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M-periodogram for the analysis of long-range-dependent time series

  • Published:2018-01-29 Issue:3 Volume:52 Page:665-683
  • ISSN:0233-1888
  • Container-title:Statistics
  • language:en
  • Short-container-title:Statistics

Author:

Fajardo F. A.1,Reisen V. A.23,Lévy-Leduc C.4,Taqqu M. S.5

Affiliation:

1. DEST – Universidade Federal do Espirito Santo, Espirito Santo, Brazil

2. DEST and PPGEA – Universidade Federal do Espirito Santo, Espirito Santo, Brazil

3. Laboratoire des Signaux et Systèmes, CNRS, Université Paris-Saclay, Paris, France

4. UMR MIA-Paris, AgroParisTech, INRA, Université Paris-Saclay, Paris, France

5. Department of Mathematics, Boston University, Boston, MA, USA

Funder

NSF

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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1. Robust segmented regression: application to oxygen uptake plateau identification;Environmental and Ecological Statistics;2023-09-24

2. Robust local bootstrap for weakly stationary time series in the presence of additive outliers;Stochastic Environmental Research and Risk Assessment;2023-04-14

3. A spectral approach to estimate the autocovariance function;Journal of Statistical Planning and Inference;2022-12

4. Quantile spectral analysis of long-memory processes;Empirical Economics;2021-04-16

5. M-regression spectral estimator for periodic ARMA models. An empirical investigation;Stochastic Environmental Research and Risk Assessment;2021-01-03
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