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.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.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.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