research
∙
11/21/2020
Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
We consider a purely fractionally deferenced process driven by a periodi...
share
research
∙
08/07/2020
On the invertibility in periodic ARFIMA models
The present paper, characterizes the invertibility and causality conditi...
research
∙
08/05/2020
