Estimating long-range dependence in the presence of periodicity: An empirical study

Author:

Montanari A.,Taqqu M.S.,Teverovsky V.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modelling and Simulation

Reference24 articles.

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2. Stochastic modelling of riverflow time series (with discussion);Lawrence;J. Royal Statist. Soc. A,1977

3. Space-time modelling with long-range dependence: Assessing Ireland's wind power resource. Invited paper with discussion;Haslett;J. Appl. Statist.,1989

4. A seasonal fractionally differenced ARIMA model: An application to the Nile River monthly flows at Aswan;Montanari,1995

5. Some long-run properties of rainfall records in Italy;Montanari;Journal of Geophysical Research—Atmospheres,1996

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