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Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

29 November 2019

Papers citing "Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms"

2 / 2 papers shown

Title
Quasi-Maximum Likelihood Estimation of long-memory linear processes Jean‐Marc Bardet Yves Gael Tchabo Mbienkeu 43 0 0 23 Oct 2023
Fast calibration of weak FARIMA models S. B. Hariz A. Brouste Youssef Esstafa M. Soltane 32 1 0 20 Jun 2022