THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942): Difference between revisions
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Revision as of 10:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS |
scientific article |
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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (English)
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1983
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estimation
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long memory time series models
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fractional differencing
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spectral density
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simple integrated series
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general integrated series
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general fractional Gaussian noise
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simulation study
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asymptotic results
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economic time series
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