J. Arteche and P. M. Robinson, Semiparametric Inference in Seasonal and Cyclical Long Memory Processes, Journal of Time Series Analysis, vol.21, issue.1, pp.1-25, 2000.
DOI : 10.1111/1467-9892.00170

J. Arteche, Semiparametric robust tests on seasonal or cyclical long memory time series, Journal of Time Series Analysis, vol.23, issue.3, pp.251-285, 2003.
DOI : 10.1017/S0266466699153027

R. T. Baillie, T. Bollerslev, and H. O. Mikkelsen, Fractionally integrated generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, vol.74, issue.1, pp.3-30, 1996.
DOI : 10.1016/S0304-4076(95)01749-6

J. B. Carlin and A. P. Dempster, Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies, Journal of the American Statistical Association, vol.82, issue.405, pp.6-20, 1989.
DOI : 10.1137/1010093

O. Darné, V. Guiraud, and M. Terraza, Forecasts of the seasonal fractional integrated series, Journal of Forecasting, vol.23, issue.1, pp.1-17, 2004.
DOI : 10.1002/for.907

A. K. Diongue and D. Guégan, Forecasting electricity spot market prices with a k-factor GIGARCH process, Note de recherché MORA - IDHE -n? 9, 2004.

L. Ferrara and D. Guégan, Forecasting Financial Times Series with Generalized Long Memory Processes, Advances in Quantitative Asset Management, pp.319-342, 2000.
DOI : 10.1007/978-1-4615-4389-3_14

L. Ferrara and D. Guégan, -factor Gegenbauer Processes: Theory and Applications, Journal of Forecasting, vol.27, issue.3, pp.581-601, 2001.
DOI : 10.1002/for.815

URL : https://hal.archives-ouvertes.fr/halshs-00259193

L. Ferrara and D. Guégan, Comparison of parameter estimation methods in cyclical long memory time series, Developments in Forecast Combination and Portfolio Choice, 2001.
URL : https://hal.archives-ouvertes.fr/halshs-00196426

P. H. Franses and M. Ooms, A periodic long-memory model for quarterly UK inflation, International Journal of Forecasting, vol.13, issue.1, pp.117-126, 1997.
DOI : 10.1016/S0169-2070(96)00715-7

L. A. Gil-alana, A fractionally integrated exponential model for UK unemployment, Journal of Forecasting, vol.53, issue.5, pp.329-340, 2001.
DOI : 10.1002/for.790

L. A. Gil-alana, Testing seasonality in the contrext of fractionally integrated processes, Annales d'Economie et de Statistique, pp.69-91, 2006.

L. Giraitis and R. Leipus, A generalized Fractionally Differencing Approacg in Long Memory Modelling, Lithuanian Mathematical Journal, vol.35, pp.65-81, 1995.

C. W. Granger and R. Joyeux, AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING, Journal of Time Series Analysis, vol.7, issue.1, pp.15-29, 1980.
DOI : 10.2307/3212527

J. R. Hosking, Fractional differencing, Fractional differencing, pp.165-176, 1981.
DOI : 10.1093/biomet/68.1.165

D. Guégan, A new model : the k-factor GIGARCH process, Journal of Signal Processing, vol.4, pp.265-271, 2000.

D. Guégan, A prospective study of the k-factor Gegenbauer process with heteroscedastic errors and an application to inflation rates, Finance India, vol.17, pp.1-21, 2003.

U. Hassler, (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES, Journal of Time Series Analysis, vol.10, issue.1, pp.19-30, 1994.
DOI : 10.2307/2289769

S. Porter-hudak, An Application of the Seasonal Fractionally Differenced Model to the Monetary Aggregates, Journal of the American Statistical Association, vol.14, issue.410, pp.338-344, 1990.
DOI : 10.1111/j.1467-842X.1985.tb00576.x

B. K. Ray, Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model, International Journal of Forecasting, vol.9, issue.2, pp.255-269, 1993.
DOI : 10.1016/0169-2070(93)90009-C

P. M. Robinson, Efficient Tests of Nonstationary Hypotheses, Journal of the American Statistical Association, vol.89, issue.428, pp.1420-1437, 1994.
DOI : 10.1080/01621459.1984.10477111

W. A. Woodward, Q. C. Cheng, and H. L. Gray, A k-Factor GARMA Long-memory Model, Journal of Time Series Analysis, vol.19, issue.4, pp.485-504, 1998.
DOI : 10.1111/j.1467-9892.1998.00105.x