A simple linear time series model with misleading nonlinear properties (Q1606377): Difference between revisions

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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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+A simple nonlinear time series model with misleading linear properties
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+Fractional differencing
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+Q4320725
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+Q126400764
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+https://doi.org/10.1016/s0165-1765(99)00153-6
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+W1980541005
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+Publication:1606377