Global mean sea level. time trends and persistence with long range dependent data

Global mean sea level data are examined in this work by looking at the presence of time trends in the context of long memory or long range dependent processes. By looking at both seasonal signals retained and seasonal signals removed data from 1992 to 2020, the results show that the two series displ...

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Detalles Bibliográficos
Autor: Gil-Alana, L.A. (Luis A.)|||/items/a283ece6-b578-452c-9362-8d1a6255b23c
Tipo de recurso: artículo
Fecha de publicación:2021
País:España
Institución:Universidad de Navarra
Repositorio:Dadun. Depósito Académico Digital de la Universidad de Navarra
Idioma:inglés
OAI Identifier:oai:dadun.unav.edu:10171/110939
Acceso en línea:https://hdl.handle.net/10171/110939
Access Level:acceso abierto
Palabra clave:C12
K32
Q54
Sea level
Time trend
Fractional integration
Long memory JEL classification
Nonstationarity
Descripción
Sumario:Global mean sea level data are examined in this work by looking at the presence of time trends in the context of long memory or long range dependent processes. By looking at both seasonal signals retained and seasonal signals removed data from 1992 to 2020, the results show that the two series display significant time trend coefficients and high levels of persistence.