A simple nonlinear time series model with misleading linear properties (Q1285516): Difference between revisions

@@ Property / author @@
+Clive W. J. Granger
@@ Property / author: Clive W. J. Granger / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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@@ Property / cites work @@
+Q5585842
@@ Property / cites work: Q5585842 / rank @@
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@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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@@ Property / cites work @@
+Varieties of long memory models
@@ Property / cites work: Varieties of long memory models / rank @@
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@@ Property / cites work @@
+Stochastic perturbation of dynamical systems: The weak convergence of measures
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1765(98)00228-6
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@@ Property / OpenAlex ID @@
+W2073445562
@@ Property / OpenAlex ID: W2073445562 / rank @@
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