Statistics for Long-Memory Process, 1994. ,
Processi a memoria lunga: problemi di stima, identificazione e previsione, Dottora di Ricerca in Statistica, Ciclo X, 1998. ,
A comparison of techniques of estimation in long-memory processes, Computational Statistics & Data Analysis, vol.27, issue.1, pp.27-61, 1998. ,
DOI : 10.1016/S0167-9473(97)00045-5
URL : https://hal.archives-ouvertes.fr/halshs-00194462
On maximum-likelihood estimation of the differencing parameter of fractionallyintegrated noise with unknown mean, 1993. ,
Estimating a generalized long memory process, Journal of Econometrics, vol.73, issue.1, pp.237-259, 1996. ,
DOI : 10.1016/0304-4076(95)01739-9
A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS, Journal of Time Series Analysis, vol.20, issue.2, pp.111-140, 1996. ,
DOI : 10.1214/aos/1176347975