IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426): Difference between revisions

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+Alternative forms of fractional Brownian motion
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+Long memory and long run variation
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+Fractional ARIMA with stable innovations
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+The integrated periodogram for long-memory processes with finite or infinite variance
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+Fractional differencing
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+A model for long memory conditional heteroscedasticity.
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+The distance between rival nonstationary fractional processes
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+Nonlinear models for strongly dependent processes with financial applications
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+Q2754859
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+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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+Parameter estimation for infinite variance fractional ARIMA
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