Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI
Zevallos, Mauricio; Palma, Wilfredo Minimum distance estimation of ARFIMA processes. (English) Zbl 1365.62350 Comput. Stat. Data Anal. 58, 242-256 (2013). MSC: 62M10 62M09 60F05 62P05 62P10 PDFBibTeX XMLCite \textit{M. Zevallos} and \textit{W. Palma}, Comput. Stat. Data Anal. 58, 242--256 (2013; Zbl 1365.62350) Full Text: DOI Link
Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Palma, Wilfredo; Bondon, Pascal; Tapia, José Assessing influence in Gaussian long-memory models. (English) Zbl 1452.62670 Comput. Stat. Data Anal. 52, No. 9, 4487-4501 (2008). MSC: 62M10 62M20 62-08 PDFBibTeX XMLCite \textit{W. Palma} et al., Comput. Stat. Data Anal. 52, No. 9, 4487--4501 (2008; Zbl 1452.62670) Full Text: DOI Link
Bondon, Pascal; Palma, Wilfredo A class of antipersistent processes. (English) Zbl 1150.62040 J. Time Ser. Anal. 28, No. 2, 261-273 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{P. Bondon} and \textit{W. Palma}, J. Time Ser. Anal. 28, No. 2, 261--273 (2007; Zbl 1150.62040) Full Text: DOI
Iglesias, Pilar; Jorquera, Hector; Palma, Wilfredo Data analysis using regression models with missing observations and long-memory: an application study. (English) Zbl 1445.62229 Comput. Stat. Data Anal. 50, No. 8, 2028-2043 (2006). MSC: 62M10 62F15 62J12 62P12 PDFBibTeX XMLCite \textit{P. Iglesias} et al., Comput. Stat. Data Anal. 50, No. 8, 2028--2043 (2006; Zbl 1445.62229) Full Text: DOI Link
Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo Estimating seasonal long-memory processes: a Monte Carlo study. (English) Zbl 1157.62495 J. Stat. Comput. Simulation 76, No. 4, 305-316 (2006). MSC: 62M10 62F10 62F35 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Stat. Comput. Simulation 76, No. 4, 305--316 (2006; Zbl 1157.62495) Full Text: DOI Link