Reisen, Valdério A.; Zamprogno, Bartolomeu; Palma, Wilfredo; Arteche, Josu A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. (English) Zbl 07312570 Math. Comput. Simul. 98, 1-17 (2014). MSC: 62M10 62M15 60G18 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., Math. Comput. Simul. 98, 1--17 (2014; Zbl 07312570) Full Text: DOI Link
Reisen, Valderio Anselmo; Rodrigues, Alexandre L.; Palma, Wilfredo Estimation of seasonal fractionally integrated processes. (English) Zbl 1432.62313 Comput. Stat. Data Anal. 50, No. 2, 568-582 (2006). MSC: 62M10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., Comput. Stat. Data Anal. 50, No. 2, 568--582 (2006; Zbl 1432.62313) Full Text: DOI Link
Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo Estimating seasonal long-memory processes: a Monte Carlo study. (English) Zbl 1157.62495 J. Stat. Comput. Simulation 76, No. 4, 305-316 (2006). MSC: 62M10 62F10 62F35 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Stat. Comput. Simulation 76, No. 4, 305--316 (2006; Zbl 1157.62495) Full Text: DOI Link
Palma, Wilfredo; Chan, Ngai Hang Efficient estimation of seasonal long-range dependent processes. (English) Zbl 1097.62092 J. Time Ser. Anal. 26, No. 6, 863-892 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M15 62F12 62M10 62F10 PDFBibTeX XMLCite \textit{W. Palma} and \textit{N. H. Chan}, J. Time Ser. Anal. 26, No. 6, 863--892 (2005; Zbl 1097.62092) Full Text: DOI
Palma, Wilfredo; Bondon, Pascal On the eigenstructure of generalized fractional processes. (English) Zbl 1048.62087 Stat. Probab. Lett. 65, No. 2, 93-101 (2003). MSC: 62M10 60G12 62F05 62F12 15A18 PDFBibTeX XMLCite \textit{W. Palma} and \textit{P. Bondon}, Stat. Probab. Lett. 65, No. 2, 93--101 (2003; Zbl 1048.62087) Full Text: DOI