Do long-memory models have long memory?-Reference-Cited by-同舟云学术

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Do long-memory models have long memory?

Published:2000-01 Issue:1 Volume:16 Page:121-124
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Andersson Michael K.

Publisher

Elsevier BV

Subject

Business and International Management

Reference5 articles.

1. Bias in an estimator of the fractional difference parameter;Agiakloglou;Journal of Time Series Analysis,1993

2. An introduction to long-memory time series models and fractional differencing;Granger;Journal of Time Series Analysis,1980

3. Forecasting economic time series;Granger,1986

4. Fractional differencing;Hosking;Biometrika,1981

5. How far can changes in business activity be forecasted?;Öller;International Journal of Forecasting,1985

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pitfalls in long memory research;Cogent Economics & Finance;2020-01-01

2. Quasi-Real-Time Data of the Economic Tendency Survey;Journal of Business Cycle Research;2017-05

3. The Impact of Memory Dependency on Precision Forecast - An Analysis on Different Types of Time Series Databases;Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods;2017

4. The Riksbank's Forecasting Performance;SSRN Electronic Journal;2007

5. Convex combinations of long memory estimates from different sampling rates;Computational Statistics;2006-08-10

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