Modelling cycles in climate series: The fractional sinusoidal waveform process
气候序列中的周期建模：分数阶正弦波过程
The paper proposes a novel model for time series displaying persistent stationary cycles, the fractional sinusoidal waveform process. The underlying idea is to allow the parameters that regulate the amplitude and phase to evolve according to fractional noise processes. Its advantages with respect to popular alternative specifications, such as the Gegenbauer process, are twofold: the autocovariance function is available in closed form, which opens the way to exact maximum…