most citedEstimation of seasonal long-memory parameters

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

math.ST2018★ 2 cited

Estimation of seasonal long-memory parameters

Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon +1

This paper studies seasonal long-memory processes with Gegenbauer-type spectral densities. Estimates for singularity location and long-memory parameters based on general filter tra…