Long memory estimation in a non-Gaussian bivariate process

Ledys Salazar; S. Torres; Jozef Kiselak; F. Fuders; N. Ishimura; Y. Yoshizawa; Milan Stehlik

doi:10.1016/j.amc.2021.126871

Long memory estimation in a non-Gaussian bivariate process

Ledys Salazar, S. Torres, Jozef Kiselak, F. Fuders, N. Ishimura, Y. Yoshizawa, Milan Stehlik

Department of Data Acquisition and Data Quality

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	126871
Number of pages	16
Journal	Applied Mathematics and Computation
DOIs	https://doi.org/10.1016/j.amc.2021.126871
Publication status	Published - 2021

Fields of science

101007 Financial mathematics
101018 Statistics
101024 Probability theory
101026 Time series analysis
101029 Mathematical statistics
102009 Computer simulation
102035 Data science
502025 Econometrics
502051 Economic statistics
509 Other Social Sciences

JKU Focus areas

Digital Transformation
Transformation in Finance and Financial Institutions

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

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10.1016/j.amc.2021.126871

Statistical Inference in Complex Situations
Hermann, P. (Researcher) & Futschik, A. (PI)
01.12.2014 → 31.12.2025
Project: Other › Project from scientific scope of research unit
Applications of Statistical Methods
Bitto-Nemling, A. (Researcher), Futschik, A. (Researcher), Hainy, M. (Researcher), Müller, W. (Researcher), Quatember, A. (Researcher), Tubikanec, I. (Researcher), Wagner, H. (Researcher), Waldl, H. (Researcher) & Duller, C. (PI)
01.01.2012 → 31.12.2032
Project: Other › Project from scientific scope of research unit

Cite this

@article{19f8651aa909447eb7d1723ba401ae99,

title = "Long memory estimation in a non-Gaussian bivariate process",

author = "Ledys Salazar and S. Torres and Jozef Kiselak and F. Fuders and N. Ishimura and Y. Yoshizawa and Milan Stehlik",

year = "2021",

doi = "10.1016/j.amc.2021.126871",

language = "English",

journal = "Applied Mathematics and Computation",

issn = "0096-3003",

publisher = "Elsevier",

}

TY - JOUR

T1 - Long memory estimation in a non-Gaussian bivariate process

AU - Salazar, Ledys

AU - Torres, S.

AU - Kiselak, Jozef

AU - Fuders, F.

AU - Ishimura, N.

AU - Yoshizawa, Y.

AU - Stehlik, Milan

PY - 2021

Y1 - 2021

U2 - 10.1016/j.amc.2021.126871

DO - 10.1016/j.amc.2021.126871

M3 - Article

SN - 0096-3003

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

M1 - 126871

ER -

Long memory estimation in a non-Gaussian bivariate process

Fields of science

JKU Focus areas

UN SDGs

Access to Document

Projects

Statistical Inference in Complex Situations

Applications of Statistical Methods

Cite this