48 citations · 135 across the 9 of their papers we have counts for
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stat.AP2010★ 3 cited
Seasonal fractional long-memory processes. A semiparametric estimation approach
Valderio A. Reisen, Wilfredo Palma, Josu Arteche +1
This paper explores seasonal and long-memory time series properties by using the seasonal fractional ARIMA model when the seasonal data has one and two seasonal periods and short-m…
math.ST2010★ 28 cited
An efficient estimator for locally stationary Gaussian long-memory processes
Wilfredo Palma, Ricardo Olea
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both non…