Varieties of long memory models
type: Item
instance of: scholarly article
title: Varieties of long memory models
zbMATH Open document ID: 0854.62100
DOI: 10.1016/0304-4076(95)01733-X
author: Clive W. J. Granger
author: Zhuanxin Ding
published in: Journal of Econometrics
publication date: 1997-01-19T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 922045
zbMATH Keywords: long memory property
zbMATH Keywords: nonlinear time series
zbMATH Keywords: generalized fractionally integrated models
MaRDI profile type: Publication
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full work available at URL: 0304-4076(95)01733-x
OpenAlex ID: W2049057506
description: scientific article; zbMATH DE number 922045