MODELS THAT GENERATE TRENDS

DOI10.1111/j.1467-9892.1988.tb00474.xzbMath0669.93070OpenAlexW2113420719MaRDI QIDQ3823489

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 serieswhite noiselinear filterslong-memory processesfractional integrated series

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (3)

Unnamed Item ⋮ Varieties of long memory models ⋮ Properties of nonlinear transformations of fractionally integrated processes.

Cites Work

• Resurrecting the asymptotics of linear recurrences
• Regularly varying functions
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