Seasonal and cyclical long-memory in time series
This thesis deals with the issue of persistence, focusing on economic time series, and extending the subject to seasonal and cyclical long memory time series. Such processes are defined. In the frequency domain they are characterized by spectral poles/zeros at some frequency ω between 0 and π. First...
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London School of Economics and Political Science (University of London)
1998
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286062 |