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Bispectra of spike-array type time series and their application to the analysis of oceanic microstructures

โœ Scribed by Yutaka Nagata

Book ID
105464843
Publisher
Springer Japan
Year
1978
Tongue
English
Weight
792 KB
Volume
34
Category
Article
ISSN
1573-868X

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Models for long-memory time series are considered in which the autocovariance sequence is parameterized only at very long lags or the spectral density is parameterized only at very low frequencies. Various recently proposed methods for estimating the differencing parameters are reviewed and are appl