1. Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour. (2014). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Gil-Alaa, Luis Alberiko ; Barros, Carlos Pestana.
   In: NCID Working Papers.
   RePEc:nva:unnvaa:wp01-2014.

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1. A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico.
   In: AStA Advances in Statistical Analysis.
   RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9.

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2. Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier.
   In: CREATES Research Papers.
   RePEc:aah:create:2022-02.

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3. Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico.
   In: CEIS Research Paper.
   RePEc:rtv:ceisrp:518.

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4. Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

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5. Inference for likelihood-based estimators of generalized long-memory processes. (2019). Beaumont, Paul ; Smallwood, Aaron.
   In: MPRA Paper.
   RePEc:pra:mprapa:96313.

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6. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
   In: Post-Print.
   RePEc:hal:journl:halshs-02183053.

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7. Forecasting disaggregated tourist arrivals in Croatia. (2017). Payne, James ; Mervar, Andrea ; Apergis, Nicholas.
   In: Tourism Economics.
   RePEc:sae:toueco:v:23:y:2017:i:1:p:78-98.

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8. Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). García Enríquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

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9. Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models. (2016). Narukawa, Masaki.
   In: Journal of Nonparametric Statistics.
   RePEc:taf:gnstxx:v:28:y:2016:i:2:p:272-295.

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10. Long memory and level shifts in REITs returns and volatility. (2015). Assaf, Ata.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:172-182.

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11. A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. (2014). Arteche, Josu ; Palma, Wilfredo ; Reisen, Valderio A. ; Zamprogno, Bartolomeu .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:98:y:2014:i:c:p:1-17.

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12. Persistence and cycles in historical oil price data. (2014). GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:511-516.

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13. Doubly fractional models for dynamic heteroscedastic cycles. (2012). Arteche, Josu ; Artiach, Miguel.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:6:p:2139-2158.

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14. Marginal density estimation for linear processes with cyclical long memory. (2011). Haye, Mohamedou Ould ; Philippe, Anne.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:9:p:1354-1364.

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15. Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters. (2011). Marques, G. O. L. C., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:1:p:8-17.

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16. A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics. (2010). Gil-Alana, Luis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:38:y:2010:i:2:p:471-501.

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17. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. (2010). Ferrara, Laurent ; Lu, Zhiping ; Guegan, Dominique.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:hal-00486655.

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18. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. (2010). Ferrara, Laurent ; Guegan, Dominique ; Lu, Zhiping.
    In: Post-Print.
    RePEc:hal:journl:hal-00486655.

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19. Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country. (2010). García Enríquez, Javier ; Arteche, Josu ; Garciaenriquez, Javier ; Murillasmaza, Arantza.
    In: BILTOKI.
    RePEc:ehu:biltok:5567.

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20. Wavelet Method for Locally Stationary Seasonal Long Memory Processes. (2009). Lu, Zhiping ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00375531.

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21. Using the bootstrap for finite sample confidence intervals of the log periodogram regression. (2009). Orbe, Jesus ; Arteche, Josu.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:1940-1953.

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22. Bootstrap‐based bandwidth choice for log‐periodogram regression. (2009). Orbe, Jesus ; Arteche, Josu.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:30:y:2009:i:6:p:591-617.

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23. Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates. (2008). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Empirica.
    RePEc:kap:empiri:v:35:y:2008:i:3:p:241-253.

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24. Fractional and seasonal filtering. (2008). Ferrara, Laurent ; Guegan, Dominique.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-00646178.

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25. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). Ferrara, Laurent ; Guegan, Dominique.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-00283710.

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26. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). Ferrara, Laurent ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00283710.

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27. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). Ferrara, Laurent ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00277379.

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28. Testing fractional order of long memory processes : a Monte Carlo study. (2008). Lu, Zhiping ; Ferrara, Laurent ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00259193.

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29. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). GUEGAN, Dominique ; Ferrara, Laurent.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00283710.

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30. Selection of the number of frequencies using bootstrap techniques in log-periodogram regression. (2008). Orbe, Jesus ; Arteche, Josu.
    In: BILTOKI.
    RePEc:ehu:biltok:5585.

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31. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). Gugan, Dominique .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2008:i:29:p:1-10.

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32. Business surveys modelling with Seasonal-Cyclical Long Memory models. (2008). GUEGAN, Dominique ; Ferrara, Laurent.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c20041.

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33. Modelling Long-Run Trends and Cycles in Financial Time Series Data. (2008). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria ; Cunado, Juncal.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2330.

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34. Business surveys modelling with Seasonal-Cyclical Long Memory models.. (2008). GUEGAN, Dominique ; Ferrara, Laurent.
    In: Working papers.
    RePEc:bfr:banfra:224.

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35. Long Run and Cyclical Dynamics in the US Stock Market. (2007). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2046.

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36. Testing of nonstationary cycles in financial time series data. (2006). Gil-Alana, Luis ; DePenya, F..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:27:y:2006:i:1:p:47-65.

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37. Fractional seasonality: Models and Application to Economic Activity in the Euro Area. (2006). Ferrara, Laurent ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00185370.

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38. Forecasting electricity demand using generalized long memory. (2006). Souza, Leonardo ; Soares, Lacir Jorge.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:1:p:17-28.

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39. Estimation of seasonal fractionally integrated processes. (2006). Palma, Wilfredo ; Reisen, Valderio Anselmo ; Rodrigues, Alexandre L..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:2:p:568-582.

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40. Seasonal Adjustment. (2006). Hylleberg, Svend.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2006-04.

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41. Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output. (2005). Gil-Alana, Luis.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:viii:y:2005:i:1-2:p:99-126.

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42. Bootstrapping the log-periodogram regression. (2005). Orbe, Jesus ; Arteche, Josu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:86:y:2005:i:1:p:79-85.

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43. Efficient Estimation of Seasonal Long‐Range‐Dependent Processes. (2005). Palma, Wilfredo ; Chan, Ngai Hang.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:6:p:863-892.

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44. Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series. (2005). Velasco, Carlos ; Arteche, Josu.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:4:p:581-611.

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45. Long-run and Cyclical Dynamics in the US Stock Market. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Economics Series.
    RePEc:ihs:ihsesp:155.

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46. Bayesian time series analysis of periodic behaviour and spectral structure. (2004). McCoy, E. J. ; Stephens, D. A..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:4:p:713-730.

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47. Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models. (2004). Arteche, Josu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:119:y:2004:i:1:p:131-154.

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48. Long-run and Cyclical Dynamics in the US Stock Market. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:344.

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49. Estimation of the location and exponent of the spectral singularity of a long memory process. (2004). Soulier, Philippe ; Hidalgo, Javier.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:25:y:2004:i:1:p:55-81.

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50. Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins. (2001). Sibbertsen, Philipp ; Lohre, Michael .
    In: Technical Reports.
    RePEc:zbw:sfb475:200138.

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