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Measuring stationarity in long-memory processes
spectral density long-memory non-stationary processes goodness-of-ttests empirical spectral measure integrated periodogram locally stationary process bootstrap
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2013/4/27
In this paper we consider the problem of measuring stationarity in locally stationary long-memory processes. We introduce an $L_2$-distance between the spectral density of the locally stationary proce...
Spectral Properties of Temporally Aggregated Long Memory Processes
Spectral Properties Memory Processes
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2009/9/17
Spectral Properties of Temporally Aggregated Long Memory Processes。
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
Aggregation disaggregation longmemory processes mixtures
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2009/4/22
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities controlled by exponential ...
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
long memory processes short memory processes Class
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2009/4/1
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities controlled by exponential ...
Linear Prediction of Long-Memory Processes：Asymptotic Results on Mean-squared Errors
Linear Prediction Long-Memory Processes Asymptotic Results Mean-squared Errors
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2010/4/29
Linear Prediction of Long-Memory Processes：Asymptotic Results on Mean-squared Errors。