Long-memory time series

By W. Palma. 2007

197 citations recorded by the source corpus.

Subfields: Signal Processing

View Paper: https://www.semanticscholar.org/paper/259bbfb42e1a78b85510d0ccb9ba04e3c5e5b716

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In Signal Processing

1. Hristos Tyralis
2. Demetris Koutsoyiannis

Citations in the corpus

• What Affects Transit Ridership? A Dynamic Analysis involving Multiple Factors, Lags and Asymmetric Behaviour (2011, background): “This implies that, for transit ridership, those values from the distant past have an impact on the present (Palma, 2007).7 Lead/lag relationships.”
• Simultaneous estimation of the parameters of the Hurst–Kolmogorov stochastic process (2011, background): “…to describe this behaviour, which was further developed by Mandelbrot and van Ness (1968) and has been known as simple scaling stochastic model or fractional Gaussian noise (see Beran 1994; Embrechts and Maejima 2002; Palma 2007; Doukhan et al. 2003; Robinson 2003; and the references therein).”