Reisen, Valdério A.; Zamprogno, Bartolomeu; Palma, Wilfredo - In: Mathematics and Computers in Simulation (MATCOM) 98 (2014) C, pp. 1-17
This paper explores seasonal and long-memory time series properties by using the fractional ARIMA model when the data have one and two seasonal periods and short-memory components. The stationarity and invertibility parameter conditions are established for the model studied. To estimate the...