On the effect of seasonal adjustment on the log-periodogram regression (Q1389567): Difference between revisions

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+Parameter estimation in low order fractionally differenced ARMA processes
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Q4002938
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+Fractional differencing
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+AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES
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+Stochastic linear trends. Models and estimators
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+Log-periodogram regression of time series with long range dependence
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+ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE
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