AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1980.tb00297.x/fullpdf
Reference9 articles.
1. C. W. J. Granger (1980 ) Long Memory Relationships and the Aggregation of Dynamic Models. To appearJournal of Econometrics.
2. Spurious regressions in econometrics
3. Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon
4. Stochastic Modelling of Riverflow Time Series
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