LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
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Publication:4319843
DOI10.1111/j.1467-9892.1994.tb00205.xzbMath0825.62685MaRDI QIDQ4319843
Bovas Abraham, Gemai Chen, M. Shelton Peiris
Publication date: 28 November 1995
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00205.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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