most citedSeasonal fractional long-memory processes. A semiparametric estimation approach

3 citations · 3 across the 2 of their papers we have counts for

collaborators

2 papers

econ.GN2023

Long memory, fractional integration and cointegration analysis of real convergence in Spain

Mariam Kamal, Josu Arteche

This paper investigates economic convergence in terms of real income per capita among the autonomous regions of Spain. In order to converge, the series should cointegrate. This nec…

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…