MODELS THAT GENERATE TRENDS

DOI10.1111/J.1467-9892.1988.TB00474.XMaRDI QIDQ3823489zbMATH OpenOpenAlexFDO

Authors Clive W. J. Granger

Publication date 1988

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1988.tb00474.x

zbMATH Keywords

divergent seriesfractional integrated serieslinear filterslong-memory processeswhite noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cites work

• scientific article; zbMATH DE number 3214697 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3049368 (Why is no real title available?)
• Regularly varying functions
• Resurrecting the asymptotics of linear recurrences

Cited in

(3)

• Properties of nonlinear transformations of fractionally integrated processes.
• Varieties of long memory models
• Sir Clive Granger's contributions to nonlinear time series and econometrics

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