Long memory relationships and the aggregation of dynamic models (Q1155319): Difference between revisions
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| Property / author | |||
| Property / author: Clive W. J. Granger / rank | |||
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| Property / author: Clive W. J. Granger / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4076(80)90092-5 / rank | |||
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| Property / OpenAlex ID: W2124357853 / rank | |||
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| Property / cites work | |||
| Property / cites work: Q3847819 / 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: Q4113288 / rank | |||
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| Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
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| Property / cites work: Q5830979 / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 12:28, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory relationships and the aggregation of dynamic models |
scientific article |
Statements
Long memory relationships and the aggregation of dynamic models (English)
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1980
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long memory relationships
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aggregation of dynamic models
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fractional differencing of time series
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ARIMA-processes
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