Fractional differencing and long memory processes (Q1922356): Difference between revisions
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| Property / cites work: Fractionally integrated generalized autoregressive conditional heteroskedasticity / rank | |||
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| Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank | |||
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| Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank | |||
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| Property / cites work: Fractional differencing / rank | |||
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Latest revision as of 13:18, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional differencing and long memory processes |
scientific article |
Statements
Fractional differencing and long memory processes (English)
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2 January 1997
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The articles of this volume will be reviewed individually.
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Fractional differencing processes
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Long memory processes
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Special issue
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