The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration
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- A Fractional Dickey-Fuller Test for Unit Roots
- An exponential model for the spectrum of a scalar time series
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Efficient parameter estimation for self-similar processes
- Efficient Tests of Nonstationary Hypotheses
- Fitting long-memory models by generalized linear regression
- scientific article; zbMATH DE number 3942888 (Why is no real title available?)
- Long memory relationships and the aggregation of dynamic models
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