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Quantile spectral analysis of long-memory processes
Empirical Economics
◽
10.1007/s00181-021-02045-z
◽
2021
◽
Author(s):
Yaeji Lim
◽
Hee-Seok Oh
Keyword(s):
Spectral Analysis
◽
Long Memory
◽
Memory Processes
◽
Long Memory Processes
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References
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
Journal of Time Series Analysis
◽
10.1111/1467-9892.00170
◽
2000
◽
Vol 21
(1)
◽
pp. 1-25
◽
Cited By ~ 80
Author(s):
Josu Arteche
◽
Peter M. Robinson
Keyword(s):
Long Memory
◽
Memory Processes
◽
Semiparametric Inference
◽
Long Memory Processes
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Modelling international monthly arrivals using seasonal univariate long-memory processes
Tourism Management
◽
10.1016/j.tourman.2004.05.003
◽
2005
◽
Vol 26
(6)
◽
pp. 867-878
◽
Cited By ~ 53
Author(s):
L.A. Gil-Alana
Keyword(s):
Long Memory
◽
Memory Processes
◽
Long Memory Processes
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Statistics for Long-Memory Processes
Technometrics
◽
10.1080/00401706.1997.10485452
◽
1997
◽
Vol 39
(1)
◽
pp. 105-106
Author(s):
Jeffrey Glosup
Keyword(s):
Long Memory
◽
Memory Processes
◽
Long Memory Processes
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Long-Memory Processes
10.1007/978-3-642-35512-7
◽
2013
◽
Cited By ~ 164
Author(s):
Jan Beran
◽
Yuanhua Feng
◽
Sucharita Ghosh
◽
Rafal Kulik
Keyword(s):
Long Memory
◽
Memory Processes
◽
Long Memory Processes
Download Full-text
Inference for estimators of generalized long memory processes
Communications in Statistics - Simulation and Computation
◽
10.1080/03610918.2021.2007399
◽
2022
◽
pp. 1-20
Author(s):
Paul M. Beaumont
◽
Aaron D. Smallwood
Keyword(s):
Long Memory
◽
Memory Processes
◽
Long Memory Processes
Download Full-text
Purchasing power parity: Evidence of long memory processes and fractional integration
Decision Science Letters
◽
10.5267/j.dsl.2015.3.003
◽
2015
◽
pp. 397-406
◽
Cited By ~ 1
Author(s):
Nadhem Selmi
◽
Nejib Hachicha
Keyword(s):
Purchasing Power Parity
◽
Long Memory
◽
Fractional Integration
◽
Purchasing Power
◽
Power Parity
◽
Memory Processes
◽
Long Memory Processes
Download Full-text
First Passage Distributions for Long Memory Processes
Processes with Long-Range Correlations - Lecture Notes in Physics
◽
10.1007/3-540-44832-2_9
◽
2003
◽
pp. 167-180
◽
Cited By ~ 4
Author(s):
Govindan Rangarajan
◽
Mingzhou Ding
Keyword(s):
Long Memory
◽
First Passage
◽
Memory Processes
◽
Long Memory Processes
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Multi-step forecasting for long-memory processes
Journal of Forecasting
◽
10.1002/(sici)1099-131x(199901)18:1<59::aid-for711>3.0.co;2-v
◽
1999
◽
Vol 18
(1)
◽
pp. 59-75
◽
Cited By ~ 28
Author(s):
Julia Brodsky
◽
Clifford M. Hurvich
Keyword(s):
Long Memory
◽
Memory Processes
◽
Long Memory Processes
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Spurious regressions between stationary generalized long memory processes
Economics Letters
◽
10.1016/j.econlet.2005.10.009
◽
2006
◽
Vol 90
(3)
◽
pp. 446-454
◽
Cited By ~ 9
Author(s):
Yixiao Sun
Keyword(s):
Long Memory
◽
Memory Processes
◽
Long Memory Processes
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Large Sample Inference for Long Memory Processes
10.1142/p591
◽
2012
◽
Cited By ~ 100
Author(s):
Liudas Giraitis
◽
Hira L Koul
◽
Donatas Surgailis
Keyword(s):
Long Memory
◽
Large Sample
◽
Memory Processes
◽
Long Memory Processes
Download Full-text
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