✦ LIBER ✦

AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

✍ Scribed by C. W. J. Granger; Roselyne Joyeux

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Editors' introduction: Fractional differ

✍ Richard T. Baillie; Maxwell L. King 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 181 KB

Broadband semi-parametric estimation of

✍ Masaki Narukawa; Yasumasa Matsuda 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 522 KB

Time Series Analysis (Box/Time Series An

✍ Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. 📂 Article 📅 2008 🏛 Wiley ⚖ 299 KB

Broadband Semiparametric Estimation of t

✍ Clifford M. Hurvich; Julia Brodsky 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

Empirical likelihood in long-memory time

✍ Chun Yip Yau 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 300 KB

APPARENT LONG MEMORY IN TIME SERIES AS A

✍ Ashley, Richard A.; Patterson, Douglas M. 📂 Article 📅 2010 🏛 Cambridge University Press 🌐 English ⚖ 543 KB