AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (Q3969742): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00297.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2055781590 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Long memory relationships and the aggregation of dynamic models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Spurious regressions in econometrics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fractional integrals of stationary processes and the central limit theorem / rank | |||
Normal rank | |||
Latest revision as of 16:50, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING |
scientific article |
Statements
AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (English)
0 references
1980
0 references
long-memory time series models
0 references
fractional differencing
0 references
infinite filter
0 references
white noise
0 references
integrated models
0 references
ARIMA models
0 references
aggregation of independent components
0 references
