AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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Publication:3969742
DOI10.1111/J.1467-9892.1980.TB00297.XzbMATH Open0503.62079OpenAlexW2055781590WikidataQ55934619 ScholiaQ55934619MaRDI QIDQ3969742FDOQ3969742
Authors: Clive W. J. Granger, Roselyne Joyeux 
Publication date: 1980
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00297.x
ARIMA modelswhite noisefractional differencingintegrated modelslong-memory time series modelsaggregation of independent componentsinfinite filter
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15)
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