Cyclical long memory: Decoupling, modulation, and modeling-Reference-Cited by-同舟云学术

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Cyclical long memory: Decoupling, modulation, and modeling

Published:2024-09 Issue: Volume:175 Page:104403
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Kechagias Stefanos,Pipiras Vladas,Zoubouloglou Pavlos

Funder

NSF

Office of Naval Research

University of North Carolina

Office of Naval Research Global

Publisher

Elsevier BV

Reference39 articles.

1. Long memory time series models;Anděl;Kybernetika,1986

2. Seasonal and Cyclical Long-Memory in Time Series;Arteche,1998

3. Gaussian semiparametric estimation in seasonal/cyclical long memory time series;Arteche;Kybernetika,2000

4. Log-periodogram regression in asymmetric long memory;Arteche;Kybernetika,2000

5. Seasonal and cyclical long memory;Arteche,1999

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