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Communications in Statistics - Theory and Methods Volume 21, 1992 - Issue 5
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Original Articles

Estimation in long memory time series models

Sat N. Gupta Department of Mathematics and Statistics, University of Southern Maine, 96 Falmouth Street, Maine, 04103, Portland
Pages 1327-1338 | Published online: 27 Jun 2007

Citations (5)

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Read on this site (3)

Sat N. Gupta & James McDermott. (2001) A Two-Step Approach to Estimating Fractionally Differenced Arima Models. American Journal of Mathematical and Management Sciences 21:1-2, pages 43-55.
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Louise Swift. (1998) The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter. Communications in Statistics - Theory and Methods 27:3, pages 723-745.
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Sat N. Gupta, Joel Goldstein & Chang Yu. (1996) Fitting a fractional ARIMA model to time series data. Journal of Information and Optimization Sciences 17:3, pages 467-483.
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Articles from other publishers (2)

Amine Amimour, Karima Belaide & Ouagnina Hili. (2022) Minimum Hellinger distance estimates for a periodically time-varying long memory parameter. Comptes Rendus. Mathématique 360:G10, pages 1153-1162.
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P.M. Lapsa. (1997) Determination of Gegenbauer-type random process models. Signal Processing 63:1, pages 73-90.
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