21 citations · 33 across the 3 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2012★ 10 cited
Inference of seasonal long-memory aggregate time series
Kung-Sik Chan, Henghsiu Tsai
Time-series data with regular and/or seasonal long-memory are often aggregated before analysis. Often, the aggregation scale is large enough to remove any short-memory components o…
math.ST2009★ 21 cited
On continuous-time autoregressive fractionally integrated moving average processes
Henghsiu Tsai
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is defined as the stationary solution of a stochastic diff…