Inference of seasonal long-memory aggregate time series
Inference of seasonal long-memory aggregate time series
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Publisher
International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
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Language
English
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Publisher
International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
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Scope and Contents
Contents
Time-series data with regular and/or seasonal long-memory are often aggregated before analysis. Often, the aggregation scale is large enough to remove any short-memory components of the underlying process but too short to eliminate seasonal patterns of much longer periods. In this paper, we investigate the limiting correlation structure of aggregat...
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Full title
Inference of seasonal long-memory aggregate time series
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1352727819
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1352727819
Other Identifiers
ISSN
1350-7265
DOI
10.3150/11-bej374
