A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model

  1. Reisen, V.A.
  2. Zamprogno, B.
  3. Palma, W.
  4. Arteche, J.
Journal:
Mathematics and Computers in Simulation

ISSN: 0378-4754

Year of publication: 2014

Volume: 98

Pages: 1-17

Type: Article

DOI: 10.1016/J.MATCOM.2013.11.001 GOOGLE SCHOLAR
Data source: Scopus