ARFIMA

Autoregressive fractionally integrated moving average

SARFIMA

Seasonal autoregressive fractionally integrated moving average

GARCH

Generalized autoregressive conditional heteroskedasticity

LS-ARFIMA

Level shift-autoregressive fractionally integrated moving average

LS-GARCH

Level shift-generalized autoregressive conditional heteroskedasticity

SLS-ARFIMA

Seasonal level shift-autoregressive fractionally integrated moving average

SLS-GARCH

Seasonal level shift-generalized autoregressive conditional heteroskedasticity