A simple nonlinear time series model with misleading linear properties (Q1285516): Difference between revisions

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Property / author: Clive W. J. Granger / rank
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Property / cites work: Q5585842 / rank
 
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Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
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Property / cites work: Varieties of long memory models / rank
 
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Property / cites work: Stochastic perturbation of dynamical systems: The weak convergence of measures / rank
 
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Latest revision as of 19:44, 28 May 2024

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A simple nonlinear time series model with misleading linear properties
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    A simple nonlinear time series model with misleading linear properties (English)
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    28 April 1999
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    autocorrelation function
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    long memory
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    nonlinearity
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    short memory
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