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Weighted likelihood for ARFIMA processes
2002C. AGOSTINELLI, BISAGLIA, LUISA
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Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Journal of Forecasting, 1996exaly
Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models
Journal of Statistical Planning and Inference, 2013exaly
Study of liquidity commonality in China's stock market, using an ARFIMA-IGARCH-COPULA model
Journal of Interdisciplinary Mathematics, 2018exaly