Varieties of long memory models

DOI10.1016/0304-4076(95)01733-XzbMath0854.62100OpenAlexW2049057506MaRDI QIDQ1922359

Publication date: 19 January 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01733-x

zbMATH Keywords

nonlinear time series generalized fractionally integrated models long memory property

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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