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Error and model misspecification in ARFIMA processes
Reisen, Valdério Anselmo; Sena Juniór, Manoel R.; … - In: Brazilian review of econometrics : the review of the … 21 (2001) 1, pp. 101-135
Persistent link: https://www.econbiz.de/10001805995
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Non-stationary Gaussian ARFIMA processes : estimation and application
Lopes, Silvia R. C.; Olbermann, B. P.; Reisen, … - In: Brazilian review of econometrics : the review of the … 22 (2002) 1, pp. 103-126
Persistent link: https://www.econbiz.de/10001806222
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Estimating and forecasting the long-memory parameter in the presence of periodicity
Bisognin, C.; Lopes, Silvia R. C. - In: Journal of forecasting 26 (2007) 6, pp. 405 - 427
Persistent link: https://www.econbiz.de/10003542043