Listar por tema "fractional integration"
Mostrando ítems 1-2 de 2
-
Investigating long range dependence in temperatures in Siberia
(Polar Science, 2022)In this paper we examine monthly mean temperatures in 40 selected stations in Siberia for the time period January 1937–December 2020 using long range dependence techniques. In particular, we use a fractionally integrated ... -
Time Trends and Persistence in US Sea Level Data: An Investigation Using Fractional Integration Methods
(International journal of environmental research, 2022)This paper analyses US sea level data using long memory and fractional integration methods. Specifically, monthly data for 41 US stations covering the period from January 1950 to December 2018 are examined. Fractional ...
