Today, large collections of digital music plays are available. These audio data are time series which need to be indexed and classified for diverse applications. Indexing and classification differs from time series analysis, in that it generalises several series, whereas time series analysis...

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...