ON GENERALIZED FRACTIONAL PROCESSES
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1989.tb00026.x/fullpdf
Reference17 articles.
1. A new look at the statistical model identification
2. THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
3. AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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