Author

W. Distaso

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Open access Aug 2026

ESTIMATION OF RANDOM CYCLES IN PERSISTENT TIME SERIES

A number of economic, financial, and climatic time series exhibit persistent cycles which are characterized by time-dependence patterns and peaks in the spectrum. In this article, we introduce a class of semiparametric cyclical–memory processes which enable the modeling of random cyclical patterns in stationary and n...

K. Abadir, N. Bailey, W. Distaso et al. · Econometric Theory · 2 citations