1
Indirect estimation of ARFIMA and VARFIMA models
Vance Lindsay Martin and Nigel P. Wilkins
Journal of Econometrics, 1999, vol. 93, issue 1, pages 149-175

2.
Convergence results formaximumlikelihood type estimators in multivariableARMAmodels
Journal of Multivariate Analysis,Volume 21, Issue 1,February 1987,Pages 29-52
B. M. Pötscher

3. Convergence results formaximumlikelihood type estimators in multivariableARMAmodels II
Journal of Multivariate Analysis,Volume 30, Issue 2,August 1989,Pages 241-244
R. Dahlhaus, B. M. Pötscher

4
Bias correction in ARMA models
Statistics & Probability Letters, Volume 19, Issue 3, 22 February 1994, Pages 169-176
Gauss M. Cordeiro, Ruben Klein
5
Asymptotic expansions of the distributions of some test statistics for GaussianARMAprocesses
Journal of Multivariate Analysis,Volume 27, Issue 2,November 1988,Pages 494-511
Masanobu Taniguchi

6.
On continuous-time thresholdARMAprocesses
Journal of Statistical Planning and Inference,Volume 39, Issue 2,15 April 1994,Pages 291-303
P. J. Brockwell

7
Estimation and forecasting of machine health condition using ARMA/GARCH model
Mechanical Systems and Signal Processing, Volume 24, Issue 2, February 2010, Pages 546-558
Hong Thom Pham, Bo-Suk Yang
8
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
Journal of Multivariate Analysis, Volume 18, Issue 1, February 1986, Pages 1-31
Masanobu Taniguchi
9
The exact likelihood for a multivariate ARMA model
Journal of Multivariate Analysis, Volume 15, Issue 2, October 1984, Pages 164-173
Victor Solo
10
The exact likelihood for a multivariate ARMA model
Journal of Multivariate Analysis, Volume 15, Issue 2, October 1984, Pages 164-173
Victor Solo
11
Test for parameter change in ARMA models with GARCH innovations
Statistics & Probability Letters, Volume 78, Issue 13, 15 September 2008, Pages 1990-1998
Sangyeol Lee, Junmo Song