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

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