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Asymptotic normality of simultaneous estimators of cyclic long-memory
  processes

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
ArXiv (abs)PDFHTML

Papers citing "Asymptotic normality of simultaneous estimators of cyclic long-memory processes"

2 / 2 papers shown
On filter-type estimation of discretely sampled cyclic long-memory
  processes
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
Periodic trawl processes: Simulation, statistical inference and applications in energy markets
Almut E. D. Veraart
171
5
0
07 Mar 2023
1
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