Estimation of cyclic long‐memory parameters

HM Alomari, A Ayache, M Fradon… - Scandinavian journal of …, 2020 - Wiley Online Library
This paper studies cyclic long‐memory processes with Gegenbauer‐type spectral densities.
For a semiparametric statistical model, new simultaneous estimates for singularity location …

Parameter estimation for Lévy-driven continuous-time linear models with tapered data

MS Ginovyan - Acta Applicandae Mathematicae, 2020 - Springer
The paper is concerned with the statistical parametric estimation of a vector spectral
parameter for Lévy-driven continuous-time stationary linear models with tapered data. As an …

Goodness-of-fit tests for stationary Gaussian processes with tapered data

MS Ginovyan - Acta Applicandae Mathematicae, 2021 - Springer
The paper is concerned with the construction of goodness-of-fit tests for testing a hypothesis
H 0 H_0 that the hypothetical spectral density of a stationary Gaussian process X (t) X(t) has …

Statistical inference for stationary linear models with tapered data

MS Ginovyan, AA Sahakyan - Statistic Surveys, 2021 - projecteuclid.org
In this paper, we survey some recent results on statistical inference (parametric and
nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary …

A spatial functional count model for heterogeneity analysis in time

A Torres-Signes, MP Frías, J Mateu… - … Research and Risk …, 2021 - Springer
A spatial curve dynamical model framework is adopted for functional prediction of counts in
a spatiotemporal log-Gaussian Cox process model. Our spatial functional estimation …

Asymptotic Properties of Functionals of the Squared Periodograms for Stationary Random Fields: English

L Sakhno - Austrian Journal of Statistics, 2025 - ajs.or.at
The paper presents conditions for the asymptotic normality of functionals of squared
periodograms based on tapered data. Stationary Gaussian random fields are considered …

Stochastic Modelling and Statistical Analysis of Spatial and Long-Range Dependent Data

R Nanayakkara - Bulletin of the Australian Mathematical Society, 2022 - cambridge.org
In general, observations are assumed to be independent in the theory of statistics. However,
in many natural phenomena, the independence assumption is often an approximation and …

Estimation of seasonal long-memory parameters

HM Alomari, A Ayache, M Fradon, A Olenko - arxiv preprint arxiv …, 2018 - arxiv.org
This paper studies seasonal long-memory processes with Gegenbauer-type spectral
densities. Estimates for singularity location and long-memory parameters based on general …

A Survey on Limit Theorems for Toeplitz Type Quadratic Functionals of Stationary Processes and Applications

MS Ginovyan, MS Taqqu - arxiv preprint arxiv:2102.00343, 2021 - arxiv.org
This is a survey of recent results on central and non-central limit theorems for quadratic
functionals of stationary processes. The underlying processes are Gaussian, linear or L\'evy …

Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications

MS Ginovyan, MS Taqqu - Probability Surveys, 2022 - projecteuclid.org
This is a survey of recent results on central and non-central limit theorems for quadratic
functionals of stationary processes. The underlying processes are Gaussian, linear or Lévy …