The concept of SCLM (seasonal or cyclical long memory) implies the existence of one or more spectral poles or zeros. The processes traditionally used to model such a behaviour assume the same persistence across different frequencies. In this paper, we propose semiparametric Wald and Lagrange...

This paper considers semi-parametric frequency domain inference for seasonal or cyclical time series with asymmetric long memory properties. It is shown that tapering the data reduces the bias caused by the asymmetry of the spectral density at the cyclical frequency. We provide a joint treatment...