Confidence intervals for long memory regressions
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference18 articles.
1. Statistics for Long-memory Processes;Beran,1994
2. Time Series: Theory and Methods;Brockwell,1991
3. Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models;Doornik;Comput. Statist. Data Anal.,2003
4. An introduction to long memory time series models and fractional differencing;Granger;J. Time Ser. Anal.,1980
5. Space-time modelling with long-memory dependence: assessing Ireland’s wind power resource, invited paper with discussion;Haslett;Appl. Statist.,1989
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1. Confidence intervals for time averages in the presence of long-range correlations, a case study on Earth surface temperature anomalies;Geophysical Research Letters;2016-09-10
2. Statistics of Regional Surface Temperatures after 1900: Long-Range versus Short-Range Dependence and Significance of Warming Trends;Journal of Climate;2016-05-20
3. Inducing normality from non-Gaussian long memory time series and its application to stock return data;Applied Stochastic Models in Business and Industry;2009-05-21
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