A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
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Publication:2229814
DOI10.1016/j.matcom.2013.11.001OpenAlexW2080840125MaRDI QIDQ2229814
Wilfredo Palma, Bartolomeu Zamprogno, Valdério Anselmo Reisen, Josu Arteche
Publication date: 18 February 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/130675
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Self-similar stochastic processes (60G18)
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