Fractional differencing and long memory processes
type: Item
instance of: scholarly article
title: Fractional differencing and long memory processes
zbMATH Open document ID: 0854.00011
published in: Journal of Econometrics
publication date: 1997-01-02T00:00:00Z
review text: The articles of this volume will be reviewed individually.
Mathematics Subject Classification ID: 00B15
Mathematics Subject Classification ID: 62-06
zbMATH DE Number: 922043
zbMATH Keywords: Fractional differencing processes
zbMATH Keywords: Long memory processes
zbMATH Keywords: Special issue
MaRDI profile type: Publication
cites work: Fractionally integrated generalized autoregressive conditional heteroskedasticity
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: Fractional differencing
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description: scientific article; zbMATH DE number 922043