A note on calculating autocovariances of long‐memory processes (Q4677006): Difference between revisions

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+https://doi.org/10.1111/1467-9892.00275
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+W3122842940
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+Long memory processes and fractional integration in econometrics
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+A note on calculating the autocovariances of the fractionally integrated ARMA models
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+Estimating a generalized long memory process
@@ Property / cites work: Estimating a generalized long memory process / rank @@
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+Q3327591
@@ Property / cites work: Q3327591 / rank @@
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+Publication:4677006