This paper discusses the estimation of fractionally integrated processes with seasonal components. In order to estimate the fractional parameters, we propose several estimators obtained from the regression of the log-periodogram ...

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...

This paper addresses the issues of maximum likelihood estimation and forecasting of a long-memory time series with missing values. A state-space representation of the underlying long-memory process is proposed. By incorporating ...

Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, ...

This paper develops a state space modeling for long-range dependent data. Although a long-range dependent process has an infinite-dimensional state space representation, it is shown that by using the Kalman filter, the ...

This paper analyses the asymptotic behaviour of the autocorrelation structure exhibited by squares of time series with a Wold expansion where the input error is a sequence of random variables with mean zero and finite ...

Acute stress impairs memory retrieval of several types of memories. An increase in glucocorticoids, several minutes after stressful events, is described as essential to the impairing retrieval-effects of stressors. Moreover, ...