Varieties of long memory models (Q1922359): Difference between revisions

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+Q5663204
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+Modeling volatility persistence of speculative returns: a new approach
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+Some generalizations on the algebra of I(1) processes
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Long memory relationships and the aggregation of dynamic models
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+MODELS THAT GENERATE TRENDS
@@ Property / cites work: MODELS THAT GENERATE TRENDS / rank @@
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+Modelling Nonlinear Relationships between Extended-Memory Variables
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Q3783791
@@ Property / cites work: Q3783791 / rank @@
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+An introduction to stochastic unit-root processes
@@ Property / cites work: An introduction to stochastic unit-root processes / rank @@
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+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
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+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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+Sur les exponentielles de polynômes et sur l'arithmétique des produits de lois de Poisson
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+Q5598785
@@ Property / cites work: Q5598785 / rank @@
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+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
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+https://doi.org/10.1016/0304-4076(95)01733-x
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+W2049057506
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+Publication:1922359