Asymptotic normality of simultaneous estimators of cyclic long-memory processes-Reference-Cited by-同舟云学术

Asymptotic normality of simultaneous estimators of cyclic long-memory processes

Published:2022-01-01 Issue:1 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Ayache Antoine¹,Fradon Myriam¹,Nanayakkara Ravindi²,Olenko Andriy²

Affiliation:

1. Univ. Lille, CNRS, UMR 8524 - Laboratoire Paul-Painlevé, F-59000 Lille, France

2. Department of Mathematics and Statistics, La Trobe University, Melbourne, 3086, Australia

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference33 articles.

1. Alodat, T. and Olenko, A. (2020). On asymptotics of discretized functionals of long-range dependent functional data. To appear in Comm. Statist. Theory Methods. 1-26.

2. Alomari, H., Ayache, A., Fradon, M. and Olenko, A. (2020). Estimation of cyclic long-memory parameters. Scand. J. Statist. 47(1) 104-133.

3. Arteche, J. (2020). Exact local Whittle estimation in long memory time series with multiple poles. Economet. Theory. 36(6) 1064-1098.

4. Arteche, J. and Robinson, P. M. (1999). Seasonal and cyclical long memory. In Asymptotics, Nonparametrics, and Time Series (S. Ghosh, ed.) 115-148. Marcel Dekker, Inc, New York.

5. Arteche, J. and Robinson, P. M. (2000). Semiparametric inference in seasonal and cyclical long memory processes. J. Time Ser. Anal. 21(1) 1-25.

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