A simple linear time series model with misleading nonlinear properties
type: Item
instance of: scholarly article
title: A simple linear time series model with misleading nonlinear properties
zbMATH Open document ID: 1027.91512
DOI: 10.1016/S0165-1765(99)00153-6
author: Michael K. Adersson
author: Bruno Eklund
author: Johan Lyhagen
published in: Economics Letters
publication date: 2002-09-01T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1770949
zbMATH Keywords: time series
zbMATH Keywords: memory
zbMATH Keywords: STAR
MaRDI profile type: Publication
cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: A simple nonlinear time series model with misleading linear properties
cites work: Fractional differencing
cites work: Q4320725
Wikidata QID: Q126400764
full work available at URL: s0165-1765(99)00153-6
OpenAlex ID: W1980541005
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description: scientific article; zbMATH DE number 1770949