Pumi, Guilherme; Valk, Marcio; Bisognin, Cleber; Bayer, Fábio Mariano; Prass, Taiane Schaedler Beta autoregressive fractionally integrated moving average models. (English) Zbl 1432.62312 J. Stat. Plann. Inference 200, 196-212 (2019). MSC: 62M10 62F12 62J12 PDF BibTeX XML Cite \textit{G. Pumi} et al., J. Stat. Plann. Inference 200, 196--212 (2019; Zbl 1432.62312) Full Text: DOI
Greenwood, P. E.; Wefelmeyer, W. Efficiency of estimators for partially specified filtered models. (English) Zbl 0719.62050 Stochastic Processes Appl. 36, No. 2, 353-370 (1990). Reviewer: W.Stute (Gießen) MSC: 62G07 62G20 62G05 62M09 PDF BibTeX XML Cite \textit{P. E. Greenwood} and \textit{W. Wefelmeyer}, Stochastic Processes Appl. 36, No. 2, 353--370 (1990; Zbl 0719.62050) Full Text: DOI