Title of article
Estimation of seasonal fractionally integrated processes
Author/Authors
Valderio Anselmo Reisen، نويسنده , , Alexandre L. Rodrigues، نويسنده , , Wilfredo Palma، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
15
From page
568
To page
582
Keywords
Maximum-likelihood estimates , Seasonality , Periodogram regression , Long memory , Fractional differencing
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
144903
Link To Document