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
Keywords :
Maximum-likelihood estimates , Seasonality , Periodogram regression , Long memory , Fractional differencing
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis