A periodic long-memory model for quarterly UK inflation

Author:

Franses Philip Hans,Ooms Marius

Publisher

Elsevier BV

Subject

Business and International Management

Reference24 articles.

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2. Statistical methods for data with long-range dependence;Beran;Statistical Science,1992

3. A goodness-of-fit test for time series with long range dependence;Beran;Journal of the Royal Statistical Society B,1992

4. Statistics for Long Memory Processes;Beran,1994

5. Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models;Beran;Journal of the Royal Statistical Society B,1995

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