๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Time Series Modeling of Sunspot Numbers Using Long-Range Cyclical Dependence

โœ Scribed by Luis A. Gil-Alana


Book ID
106532836
Publisher
Springer
Year
2009
Tongue
English
Weight
414 KB
Volume
257
Category
Article
ISSN
0038-0938

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

Semi-parametric estimation of long-range
โœ Liang Peng ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 95 KB

Suppose our data {Xn} come from the model Xt = โˆž j = 0 cjZt-j, where {Zn} are i.i.d. with a symmetric distribution function which lies in the domain of normal attraction of a stable law with index โˆˆ (1; 2). Further we assume that cj = j d-1 L(j), where parameter d โˆˆ (0; 1 -1= ) and L is a normalized