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math.ST2024
On filter-type estimation of discretely sampled cyclic long-memory processes
Antoine Ayache, Serhii Kravchenko, Andriy Olenko
The generalized filtered method of moments was developed in the recent papers by Alomari et al., 2020, and Ayache et al., 2022. It used functional data obtained from continuously s…
math.ST2015
On a class of minimum contrast estimators for Gegenbauer random fields
R. M. Espejo, N. N. Leonenko, A. Olenko +1
The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and a…