Fitting long-memory models by generalized linear regression

Cite This

Files in this item

Files Size Format View

There are no files associated with this item.

BERAN, Jan, 1993. Fitting long-memory models by generalized linear regression. In: Biometrika. 80(4), pp. 817-822. Available under: doi: 10.2307/2336873

@article{Beran1993Fitti-18817, title={Fitting long-memory models by generalized linear regression}, year={1993}, doi={10.2307/2336873}, number={4}, volume={80}, journal={Biometrika}, pages={817--822}, author={Beran, Jan} }

<rdf:RDF xmlns:dcterms="" xmlns:dc="" xmlns:rdf="" xmlns:bibo="" xmlns:dspace="" xmlns:foaf="" xmlns:void="" xmlns:xsd="" > <rdf:Description rdf:about=""> <dc:contributor>Beran, Jan</dc:contributor> <dcterms:rights rdf:resource=""/> <dc:language>eng</dc:language> <dcterms:bibliographicCitation>Publ. in: Biometrika ; 80 (1993), 4. - S. 817-822</dcterms:bibliographicCitation> <dcterms:available rdf:datatype="">2012-03-22T07:18:42Z</dcterms:available> <dc:creator>Beran, Jan</dc:creator> <dc:rights>terms-of-use</dc:rights> <bibo:uri rdf:resource=""/> <dspace:isPartOfCollection rdf:resource=""/> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dc:date rdf:datatype="">2012-03-22T07:18:42Z</dc:date> <dcterms:abstract xml:lang="eng">There is an increasing awareness of the importance of long-memory models in statistical applications. If long memory is present, it has to be taken into account in order to obtain reliable tests and confidence intervals. One obstacle to using models with long memory in routine statistical analysis has been the lack of easily available and sufficiently versatile statistical software. Here we propose a simple but flexible class of parametric models, which can be used to model such behaviour. We demonstrate that these models can be fitted by generalized linear regression. Standard statistical software packages can be used. A data example is discussed.</dcterms:abstract> <dcterms:issued>1993</dcterms:issued> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dcterms:isPartOf rdf:resource=""/> <dcterms:title>Fitting long-memory models by generalized linear regression</dcterms:title> </rdf:Description> </rdf:RDF>

This item appears in the following Collection(s)

Search KOPS


My Account