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Trimming frequencies in log-periodogram regression of long memory time series

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorMartínez, Cristina
dc.contributor.authorVelilla Cerdan, Santiago
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadísticaes
dc.date.accessioned2011-03-08T15:25:38Z
dc.date.available2011-03-08T15:25:38Z
dc.date.issued1996-03
dc.description.abstractPrevious work on log-periodogram regression in time series with long range dependence is reviewed. The effect of both low and large frequencies on the estimate of the fractional difference parameter is analyzed. Some new simulation results are presented.es
dc.format.mimetypeapplication/octet-stream
dc.format.mimetypeapplication/octet-stream
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/10428
dc.language.isoenges
dc.relation.ispartofseriesUC3M Working papers. Statistics and Econometricses
dc.relation.ispartofseries96-14es
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadísticaes
dc.subject.otherAutocorrelation functiones
dc.subject.otherFractional ARIMA modelses
dc.titleTrimming frequencies in log-periodogram regression of long memory time serieses
dc.typeworking paper*
dspace.entity.typePublication
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