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Asymptotic normality of simultaneous estimators of cyclic long-memory
  processes

Asymptotic normality of simultaneous estimators of cyclic long-memory processes

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
Title
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
54
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
37
4
0
07 Mar 2023
1