A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model-Reference-Cited by-同舟云学术

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

Published:2014-04 Issue: Volume:98 Page:1-17
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Reisen Valdério A.^ORCID,Zamprogno Bartolomeu,Palma Wilfredo,Arteche Josu

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference35 articles.

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5. L. Ferrara, D. Guegan, Fractional seasonality: models and applications to economic activity in the euro area, Working Paper, Center d’Economie de la Sorbonne, Paris (2006).

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