Long Memory Time Series Modeling

2006 ◽  
pp. 271-311
Keyword(s):  
Time Series ◽  
Long Memory ◽  
Time Series Modeling ◽  
Memory Time

Long Memory Time Series Modeling

2003 ◽  
pp. 257-297
Author(s):  
Eric Zivot ◽  
Jiahui Wang
Keyword(s):  
Time Series ◽  
Long Memory ◽  
Time Series Modeling ◽  
Memory Time

scholarly journals On nonparametric regression for bivariate circular long-memory time series

2021 ◽  
Author(s):  
Jan Beran ◽  
Britta Steffens ◽  
Sucharita Ghosh
Keyword(s):  
Time Series ◽  
Nonparametric Regression ◽  
Long Range ◽  
Long Memory ◽  
Regression Function ◽  
Confidence Bands ◽  
Long Range Dependence ◽  
Asymptotic Results ◽  
Memory Time ◽  
Circular Time Series

AbstractWe consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.

scholarly journals Semiparametric Analysis of Long-Memory Time Series

1994 ◽  
Vol 22 (1) ◽  
pp. 515-539 ◽  
Author(s):  
P. M. Robinson
Keyword(s):  
Time Series ◽  
Long Memory ◽  
Semiparametric Analysis ◽  
Memory Time

Long Memory Time Series

2014 ◽  
pp. 317-337
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Time Series ◽  
Long Memory ◽  
Memory Time
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