2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.ST2020
Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
Amine Amimour, Karima Belaide, Ouagnina Hili
We consider a purely fractionally deferenced process driven by a periodically time-varying long memory parameter. We will build an estimate for the vector parameters using the mini…
math.ST2020★ 1 cited
On the invertibility in periodic ARFIMA models
Amine Amimour, Karima Belaide
The present paper, characterizes the invertibility and causality conditions of a periodic ARFIMA (PARFIMA) models. We first, discuss the conditions in the multivariate case, by con…
math.ST2020★ 2 cited
A long memory time series with a periodic degree of fractional differencing
Amine Amimour, Karima Belaide
This article develops a periodic version of a time varying parameter fractional process in the stationary region. It is a partial extension of Hosking (1981)'s article which dealt…