Aggregation of Seasonal Long-Memory Processes-Reference-Cited by-同舟云学术

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Aggregation of Seasonal Long-Memory Processes

Published:2021-01 Issue: Volume:17 Page:95-106
ISSN:2452-3062
Container-title:Econometrics and Statistics
language:en
Short-container-title:Econometrics and Statistics

Author:

del Barrio Castro Tomás^ORCID,Rachinger Heiko^ORCID

Funder

Agencia Estatal de Investigación

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference22 articles.

1. Multiple exact local whittle estimation in long memory time series;Arteche,2020

2. A strategy for optimal bandwidth selection in local whittle estimation;Arteche;Econometrics and Statistics,2017

3. Temporal aggregation of seasonally near-integrated processes;Barrio Castro;J. Time Ser. Anal.,2019

4. Statistics for long memory processes;Beran,1994

5. Estimating a generalized long memory process;Chung;Journal of Econometrics,1996

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Trends in temperatures in Sub-Saharan Africa. Evidence of global warming;Journal of African Earth Sciences;2024-05

2. Humbert generalized fractional differenced ARMA processes;Communications in Nonlinear Science and Numerical Simulation;2023-10

3. Asymptotic normality of simultaneous estimators of cyclic long-memory processes;Electronic Journal of Statistics;2022-01-01

4. Particulate matter 10 (PM10): persistence and trends in eight European capitals;Air Quality, Atmosphere & Health;2021-03-11

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