@article{20.500.12766/411,
year = {2023},
url = {https://hdl.handle.net/20.500.12766/411},
abstract = {The degree of persistence in daily data for PM2.5 in 20 relevant megacities such as Bangkok, Beijing, Mumbai, Calcutta,
Canton, Dhaka, Delhi, Jakarta, London, Los Angeles, Mexico City, Moscow, New York, Osaka. Paris, Sao Paulo, Seoul,
Shanghai, Tientsin, and Tokyo is examined in this work. The analysis developed is based on fractional integration techniques.
Specifcally, the diferentiation parameter is used to measure the degree of persistence in the series under study, which collects data on daily measurements carried out from January 1, 2018, to December 31, 2020. The results obtained show that the
estimated values for the diferentiation parameter are restricted to the interval (0, 1) in all cases, which allows us to conclude
that there is a mean reverting pattern and, therefore, transitory efects of shocks.},
publisher = {Springer},
title = {Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020},
doi = {10.1007/s11356-022-22512-z},
journal = {Environmental Science and Pollution Research},
keywords = {Particular matters},
keywords = {PM2.5},
keywords = {Long memory},
keywords = {Fractional integration},
keywords = {Time trends},
volume = {30},
author = {Bermejo Muñoz, Lorenzo and Gil Alana, Luis A. and Río Caballero, Marta del},
}