AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (Q3969742): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1980.tb00297.x
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+Long memory relationships and the aggregation of dynamic models
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+Spurious regressions in econometrics
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Fractional integrals of stationary processes and the central limit theorem
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