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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
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...
Quantization of long memory processes
Long-memory processes Round-off error Measurement error Log-periodogram regression Detrended fluctuation analysis Hermite polynomials
2011/10/9
Abstract: We study how quantization, occurring when a continuously varying process is approximated by or observed on a grid of discrete values, changes the properties of a Gaussian long-memory process...
An efficient estimator for locally stationary Gaussian long-memory processes
efficient estimator Gaussian long-memory processes
2010/11/18
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and str...
Spectral Properties of Temporally Aggregated Long Memory Processes
Spectral Properties Memory Processes
2009/9/17
Spectral Properties of Temporally Aggregated Long Memory Processes。
Modeling long-memory processes by stochastic difference equations and superstatistical approach
1= f noise q-distributions Point processes Power-law distributions Nonlinear stochastic equations
2010/7/5
It is shown that the Poissonian-like process with slowly diffusing-like time-dependent average interevent time may be represented as the superstatistical one and exhibits 1= f noise. The distribution ...
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
Aggregation disaggregation longmemory processes mixtures
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
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 ...
Long-memory processes in ozone and temperature variations at the region 60° S–60° N
Long-memory processes ozone temperature variations
2009/1/15
Global column ozone and tropospheric temperature observations made by ground-based (1964–2004) and satellite-borne (1978–2004) instrumentation are analyzed. Ozone and temperature fluctuations in small...
Linear Prediction of Long-Memory Processes：Asymptotic Results on Mean-squared Errors
Linear Prediction Long-Memory Processes Asymptotic Results Mean-squared Errors
2010/4/29
Linear Prediction of Long-Memory Processes：Asymptotic Results on Mean-squared Errors。