Asymptotic normality

STOCHASTIC MODELLING AND STATISTICAL ANALYSIS OF SPATIAL AND LONG-RANGE DEPENDENT DATA

Stochastic Modelling and Statistical Analysis of Spatial and Long-Range Dependent Data

Asymptotic normality of simultaneous estimators of cyclic long-memory processes

Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered method-of-moments approach to simultaneously estimate singularity location …