44 citations · 48 across the 9 of their papers we have counts for
4 papers · 1 filter
Asymptotic normality of simultaneous estimators of cyclic long-memory processes
Antoine Ayache, Myriam Fradon, Ravindi Nanayakkara +1
Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered metho…
Asymptotic Behaviour of Discretised Functionals of Long-Range Dependent Functional Data
Tareq Alodat, Andriy Olenko
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample…
On LSE in regression model for long-range dependent random fields on spheres
Vo Anh, Andriy Olenko, Volodymyr Vaskovych
We study the asymptotic behaviour of least squares estimators in regression models for long-range dependent random fields observed on spheres. The least squares estimator can be gi…
Estimation of seasonal long-memory parameters
Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon +1
This paper studies seasonal long-memory processes with Gegenbauer-type spectral densities. Estimates for singularity location and long-memory parameters based on general filter tra…