Comparison of standard long memory time series
| dc.contributor.author | Silva, H. P. T. N. | |
| dc.contributor.author | Dissanayake, G. S. | |
| dc.contributor.author | Peiris, T. S. G. | |
| dc.date.accessioned | 2024-01-03T05:52:41Z | |
| dc.date.available | 2024-01-03T05:52:41Z | |
| dc.date.issued | 2023 | |
| dc.description.abstract | Standard long memory models are in abundance in the literature today. Selecting the best such a model in terms of capturing key requisite features and trends in data becomes a challenge. This paper addresses the issue through a sequence of Monte Carlo experiments on simulated data and introduces an interval estimate on the asymptotic variance for the long-range dependence parameter of the entire family of standard long memory time series considered within the scope of the study. | en_US |
| dc.identifier.citation | Silva, H. P. T. N., Dissanayake, G. S. & Peiris, T. S. G. (2023). Comparison of standard long memory time series.JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023. | en_US |
| dc.identifier.uri | http://dr.lib.sjp.ac.lk/handle/123456789/12893 | |
| dc.language.iso | en | en_US |
| dc.subject | Seasonality; long memory; heteroskedasticity; filters | en_US |
| dc.title | Comparison of standard long memory time series | en_US |
| dc.type | Article | en_US |