Seasonal misspecification in the context of fractionally integrated univariate time series

DOI10.1023/A:1024561209304zbMath1046.91099OpenAlexW1569190908MaRDI QIDQ1408470

Luis A. Gil-Alana

Publication date: 22 September 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024561209304

zbMATH Keywords

seasonalityfractional integrationlong memory

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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