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 …
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 …
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 …
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
In this paper, we survey some recent results on statistical inference (parametric and
nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary …
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 …
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 …
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 …
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 …
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 …
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 …
functionals of stationary processes. The underlying processes are Gaussian, linear or Lévy …