Long memory relationships and the aggregation of dynamic models (Q1155319): Difference between revisions

@@ Property / author @@
-Clive W. J. Granger
@@ Property / author: Clive W. J. Granger / rank @@
-Normal rank
@@ Property / author @@
+Clive W. J. Granger
@@ Property / author: Clive W. J. Granger / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(80)90092-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2124357853
@@ Property / OpenAlex ID: W2124357853 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Q4113288
@@ Property / cites work: Q4113288 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q5830979
@@ Property / cites work: Q5830979 / rank @@
+Normal rank