Long memory relationships and the aggregation of dynamic models (Q1155319): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q265099 |
Changed an Item |
||
Property / author | |||
Property / author: Clive W. J. Granger / rank | |||
Normal rank |
Revision as of 03:58, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Long memory relationships and the aggregation of dynamic models |
scientific article |
Statements
Long memory relationships and the aggregation of dynamic models (English)
0 references
1980
0 references
long memory relationships
0 references
aggregation of dynamic models
0 references
fractional differencing of time series
0 references
ARIMA-processes
0 references