The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application

von Toscano, Ela Mercedes M.
Veröffentlicht in Journal of forecasting (2000)

Non-stationary Gaussian ARFIMA processes : estimation and application

von Lopes, Silvia R. C.
Veröffentlicht in Brazilian review of econometrics (2002)

Error and model misspecification in ARFIMA processes

von Reisen, Valdério Anselmo
Veröffentlicht in Brazilian review of econometrics (2001)

The estimation and testing of the cointegration order based on the frequency domain

von Souza, Igor Viveiros Melo
Veröffentlicht in Journal of business & economic statistics (2018)

An Overview of Robust Spectral Estimators

von Reisen, Valdério Anselmo
Veröffentlicht in Workshop on Cyclostationary Systems and their Applications (10. : 2017 : Gródek nad Dunajcem) Cyclostationarity theory and methods - IV (2020)