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Fractional and seasonal filtering. (2008). GUEGAN, Dominique ; Ferrara, Laurent.
In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:halshs-00646178.

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  17. Woodward, W.A., Q.C. Cheng and H.L. Gray, 1998, A k-factor GARMA longmemory model, Journal of Time Series Analysis 19, 5, 485-504. halshs-00646178,version1-29Nov2011
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