Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: The long memory property of a time series has long been studied and several estimates of the memory or persistence parameter at zero frequency, where the spectral density function is symmetric, are now available. Perhaps the most popular is the log periodogram regression introduced by Geke and Porter–Hudak [ge].   analyse the asymptotic properties of this estimate in the seasonal or cyclical long memory case allowing for asymmetric spectral poles or zeros. Consistency and asymptotic normality are obtained. Finite sample behaviour is evaluated via a Monte Carlo analysis.
['Josu Arteche']
I am writing a research paper on a idea Log-periodogram regression in asymmetric long memory.
[{"from": "human", "value": "I am writing a research paper on a idea Log-periodogram regression in asymmetric long memory."}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: The long memory property of a time series has long been studied and several estimates of the memory or persistence parameter at zero frequency, where the spectral density function is symmetric, are now available. Perhaps the most popular is the log periodogram regression introduced by Geke and Porter\u2013Hudak [ge].   analyse the asymptotic properties of this estimate in the seasonal or cyclical long memory case allowing for asymmetric spectral poles or zeros. Consistency and asymptotic normality are obtained. Finite sample behaviour is evaluated via a Monte Carlo analysis."}]