A simple nonlinear time series model with misleading linear properties (Q1285516): 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 / cites work: Q4865042 / rank | |||
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| Property / cites work: Q5585842 / 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 | |||
| 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 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(98)00228-6 / rank | |||
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| Property / OpenAlex ID: W2073445562 / rank | |||
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Latest revision as of 11:16, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple nonlinear time series model with misleading linear properties |
scientific article |
Statements
A simple nonlinear time series model with misleading linear properties (English)
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28 April 1999
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autocorrelation function
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long memory
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nonlinearity
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short memory
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