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Estimating FARIMA models with uncorrelated but non-independent error terms

16 October 2019

Papers citing "Estimating FARIMA models with uncorrelated but non-independent error terms"

4 / 4 papers shown

Title
Quasi-Maximum Likelihood Estimation of long-memory linear processes Jean‐Marc Bardet Yves Gael Tchabo Mbienkeu 36 0 0 23 Oct 2023
GARTFIMA Process and its Empirical Spectral Density Based Estimation Niharika Bhootna Arun Kumar 18 0 0 30 Aug 2022
Fast calibration of weak FARIMA models S. B. Hariz A. Brouste Youssef Esstafa M. Soltane 29 1 0 20 Jun 2022
Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms Yacouba Boubacar Mainassara Youssef Esstafa B. Saussereau 16 3 0 29 Nov 2019