Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897): Difference between revisions

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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Log-periodogram regression of time series with long range dependence
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+ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
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+POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS
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+A comparison of estimation methods in non-stationary ARFIMA processes
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+(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
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+ON GENERALIZED FRACTIONAL PROCESSES
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+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
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+A generalized fractionally differencing approach in long-memory modeling
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+A k-Factor GARMA Long-memory Model
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+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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+Estimation of seasonal fractionally integrated processes
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+Estimation and information in stationary time series
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+Efficient parameter estimation for self-similar processes
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