๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence

โœ Scribed by V.V. Anh; V.P. Knopova; N.N. Leonenko


Book ID
110970087
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
493 KB
Volume
46
Category
Article
ISSN
1369-1473

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Cyclical long-range dependence and the w
โœ L. A. Gil-Alana ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 133 KB

## Abstract In this paper, we propose a new approach for modelling a long temperature time series, using fractional cyclical integration. This model is based on the observation that the estimated spectrum of the series (the average annual temperature in Central England, 1659โ€“2001) has its highest v