44 citations · 255 across the 35 of their papers we have counts for
6 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…
On Approximation for Fractional Stochastic Partial Differential Equations on the Sphere
Vo V. Anh, Philip Broadbridge, Andriy Olenko +1
This paper gives the exact solution in terms of the Karhunen-Loève expansion to a fractional stochastic partial differential equation on the unit sphere $\mathbb{S}^{2}\subset \mat…
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…