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Estimation and Applications of Gegenbauer Processes

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  • Laurent Ferrara

    (Crest)

  • Dominique Guegan

    (Crest)

Abstract

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  • Laurent Ferrara & Dominique Guegan, 1999. "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:99-27
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    File URL: http://crest.science/RePEc/wpstorage/1999-27.pdf
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    Cited by:

    1. Soares, Lacir Jorge & Souza, Leonardo Rocha, 2006. "Forecasting electricity demand using generalized long memory," International Journal of Forecasting, Elsevier, vol. 22(1), pages 17-28.
    2. L.A. Gil-Alanaa, 2007. "Testing The Existence of Multiple Cycles in Financial and Economic Time Series," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 1-20, May.
    3. Federico Maddanu, 2022. "A harmonically weighted filter for cyclical long memory processes," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(1), pages 49-78, March.
    4. Souza, Leonardo Rocha & Soares, Lacir Jorge, 2003. "Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 491, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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