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• W3101468932 abstract "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 and long-memory parameters. This paper continues studies of these simultaneous estimators. A wide class of Gegenbauer-type semi-parametric models is considered. Asymptotic normality of several statistics of the cyclic and long-memory parameters is proved. New adjusted estimates are proposed and investigated. The theoretical findings are illustrated by numerical results. The methodology includes wavelet transformations as a particular case." @default.
• W3101468932 created "2020-11-23" @default.
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• W3101468932 date "2022-01-01" @default.
• W3101468932 modified "2023-09-25" @default.
• W3101468932 title "Asymptotic normality of simultaneous estimators of cyclic long-memory processes" @default.
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• W3101468932 doi "https://doi.org/10.1214/21-ejs1953" @default.
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