A seasonal periodic long memory model for monthly river flows. - Marius Ooms; Philip Hans Franses (Environ. Model. Softw., 2001)

Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models. - Jurgen A. Doornik; Marius Ooms (Comput. Stat. Data Anal., 2003)

Forecasting daily time series using periodic unobserved components time series models. - Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2006)

Exact maximum likelihood estimation for non-stationary periodic time series models. - Irma Hindrayanto; Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2010)

Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. - Virginie Dordonnat; Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2012)

Long memory with stochastic variance model: A recursive analysis for US inflation. - Charles S. Bos; Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2014)