@misc{10481/75856,
year = {2022},
month = {6},
url = {http://hdl.handle.net/10481/75856},
abstract = {Long Range Dependence (LRD) in functional sequences is characterized in the spectral
domain under suitable conditions. Particularly, multifractionally integrated functional
autoregressive moving averages processes can be introduced in this framework. The
convergence to zero in the Hilbert-Schmidt operator norm of the integrated bias of
the periodogram operator is proved. Under a Gaussian scenario, a weak-consistent
parametric estimator of the long-memory operator is then obtained by minimizing, in
the norm of bounded linear operators, a divergence information functional loss. The
results derived allow, in particular, to develop inference from the discrete sampling
of the Gaussian solution to fractional and multifractional pseudodifferential models
introduced in Anh et al. (Fract Calc Appl Anal 19(5):1161-1199, 2016; 19(6):1434–
1459, 2016) and Kelbert (Adv Appl Probab 37(1):1–25, 2005).},
organization = {University of Granada (FEDER funds)	MCIN / AEI / PGC2018-099549-B-I00
CEX2020-001105-M / AEI / 10.13039/ 501100011033},
publisher = {Springer},
keywords = {Minimum contrast parameter estimation},
keywords = {Multifractional functional ARIMA models},
keywords = {Multifractional in time evolution equations},
keywords = {Spatial-varying long-range dependence range},
title = {Spectral analysis ofmultifractional LRD functional time series},
doi = {10.1007/s13540-022-00053-z},
author = {Ruiz Medina, María Dolores},
}