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Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes

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  • Mante, Claude

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  • Mante, Claude, 2007. "Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4308-4323, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:9:p:4308-4323
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    References listed on IDEAS

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    1. Raymond, Gary M. & Bassingthwaighte, James B., 1999. "Deriving dispersional and scaled windowed variance analyses using the correlation function of discrete fractional Gaussian noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 265(1), pages 85-96.
    2. Cannon, Michael J. & Percival, Donald B. & Caccia, David C. & Raymond, Gary M. & Bassingthwaighte, James B., 1997. "Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 241(3), pages 606-626.
    3. Larson, Harold J., 1992. "Least squares estimation of linear splines with unknown knot locations," Computational Statistics & Data Analysis, Elsevier, vol. 13(1), pages 1-8, January.
    4. Bunde, Armin & Havlin, Shlomo & Koscielny-Bunde, Eva & Schellnhuber, Hans-Joachim, 2001. "Long term persistence in the atmosphere: global laws and tests of climate models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 302(1), pages 255-267.
    5. Fernández, Isabel & Hernández, Carmen N. & Pacheco, José M., 2003. "Is the North Atlantic Oscillation just a pink noise?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 705-714.
    6. Caccia, David C. & Percival, Donald & Cannon, Michael J. & Raymond, Gary & Bassingthwaighte, James B., 1997. "Analyzing exact fractal time series: evaluating dispersional analysis and rescaled range methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 246(3), pages 609-632.
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