Fitting long-memory models by generalized linear regression
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Publication:4299461
DOI10.1093/biomet/80.4.817zbMath0800.62521MaRDI QIDQ4299461
Publication date: 4 July 1994
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/124455/1/80-4-817.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J12: Generalized linear models (logistic models)
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