IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426): Difference between revisions

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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+Long memory and long run variation
@@ Property / cites work: Long memory and long run variation / rank @@
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@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
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+The integrated periodogram for long-memory processes with finite or infinite variance
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+Fractional differencing
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+A model for long memory conditional heteroscedasticity.
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+Q2778406
@@ Property / cites work: Q2778406 / rank @@
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+The distance between rival nonstationary fractional processes
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+Nonlinear models for strongly dependent processes with financial applications
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+Q4682143
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+Q2754859
@@ Property / cites work: Q2754859 / rank @@
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+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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+Parameter estimation for infinite variance fractional ARIMA
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+https://doi.org/10.1017/s0266466610000216
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+W2155896691
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