Detecting fuzzy periodic patterns in futures spreads (Q744771): Difference between revisions

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+https://doi.org/10.1007/s00362-012-0493-7
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+W2059730272
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Detecting changes from short to long memory
@@ Property / cites work: Detecting changes from short to long memory / rank @@
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+Fractional differencing
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+The effect of tapering on the semiparametric estimators for nonstationary long memory processes
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+Testing for cycles in multiple time series
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+Testing for a break in persistence under long-range dependencies and mean shifts
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