The k-factor GARMA Process with Infinite Variance Innovations
Author:
Affiliation:
1. LERSTAD, UFR SAT Université Gaston Berger, Saint-Louis, Sénégal
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2013.824095
Reference37 articles.
1. Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
2. Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
3. Estimating a generalized long memory process
4. Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
5. Seasonal fractional ARIMA with stable innovations
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1. Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training;AStA Advances in Statistical Analysis;2024-04-12
2. Conditional sum of squares estimation of k-factor GARMA models;AStA Advances in Statistical Analysis;2023-10-31
3. Inference for estimators of generalized long memory processes;Communications in Statistics - Simulation and Computation;2022-01-10
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