Seasonal fractional ARIMA with stable innovations

DOI10.1016/j.spl.2007.12.011zbMath1144.62077OpenAlexW2032330102WikidataQ59245383 ScholiaQ59245383MaRDI QIDQ945772

Abdou Kâ Diongue, Mor Ndongo, Aliou Diop

Publication date: 17 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.011

Mathematics Subject Classification ID

Related Items (1)

Thek-factor GARMA Process with Infinite Variance Innovations

Cites Work

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• Estimation of seasonal fractionally integrated processes
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• Fractional ARIMA with stable innovations
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• A k-Factor GARMA Long-memory Model
• (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES

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