Varieties of long memory models (Q1922359)

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Varieties of long memory models
scientific article

    Statements

    title
    Varieties of long memory models (English)
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    author
    Clive W. J. Granger
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    Zhuanxin Ding
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    publication date
    19 January 1997
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    zbMATH Keywords
    long memory property
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    nonlinear time series
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    generalized fractionally integrated models
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    Identifiers

    zbMATH DE Number
    922045
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    OpenAlex ID
    W2049057506
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