A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
Year of publication: |
2014
|
---|---|
Authors: | Reisen, Valdério A. ; Zamprogno, Bartolomeu ; Palma, Wilfredo ; Arteche, Josu |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 98.2014, C, p. 1-17
|
Publisher: |
Elsevier |
Subject: | Time Series | Fractional differencing | Long memory | SARFIMA | Seasonality |
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