THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942): Difference between revisions

@@ Property / author @@
-John F. Geweke
@@ Property / author: John F. Geweke / rank @@
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@@ Property / author @@
+John F. Geweke
@@ Property / author: John F. Geweke / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.1983.tb00371.x
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+W1973694910
@@ Property / OpenAlex ID: W1973694910 / rank @@
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@@ Property / cites work @@
+Q4165534
@@ Property / cites work: Q4165534 / rank @@
+Normal rank
@@ Property / cites work @@
+The Fitting of Time-Series Models
@@ Property / cites work: The Fitting of Time-Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3671491
@@ Property / cites work: Q3671491 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Central limit theorems for time series regression
@@ Property / cites work: Central limit theorems for time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q5531487
@@ Property / cites work: Q5531487 / rank @@
+Normal rank
@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
+Normal rank