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2011.06229
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Asymptotic normality of simultaneous estimators of cyclic long-memory processes
Electronic Journal of Statistics (EJS), 2020
12 November 2020
Antoine Ayache
Myriam Fradon
R. Nanayakkara
Andriy Olenko
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Papers citing
"Asymptotic normality of simultaneous estimators of cyclic long-memory processes"
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On filter-type estimation of discretely sampled cyclic long-memory processes
Antoine Ayache
Serhii Kravchenko
Andriy Olenko
117
0
0
17 Jul 2024
Periodic trawl processes: Simulation, statistical inference and applications in energy markets
Almut E. D. Veraart
171
5
0
07 Mar 2023
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