Estimating fractionally integrated time series models (Q1319620): Difference between revisions

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+https://doi.org/10.1016/0165-1765(93)90026-9
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+W2094239023
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+Q3847819
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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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+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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+Publication:1319620