Estimating the differencing parameter via the partial autocorrelation function (Q1586563): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION
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+Fractional integration analysis of long-run behavior for US macroeconomic time series
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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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+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
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+A minimum distance estimator for long-memory processes
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+https://doi.org/10.1016/s0304-4076(99)00076-7
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+W2156385490
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