Fractional integration, trend stationarity and difference stationarity
type: Item
instance of: scholarly article
title: Fractional integration, trend stationarity and difference stationarity
zbMATH Open document ID: 0900.90184
DOI: 10.1016/0165-1765(95)00721-0
author: Marcus J. Chambers
published in: Economics Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 985180
zbMATH Keywords: Fractional ARIMA model
zbMATH Keywords: Frequency domain
zbMATH Keywords: Trend stationarity
zbMATH Keywords: Difference stationarity
MaRDI profile type: Publication
full work available at URL: 0165-1765(95)00721-0
OpenAlex ID: W2092312706
cites work: Q4203568
cites work: Efficient parameter estimation for self-similar processes
cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
cites work: Fractional differencing
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Time Series Regression with a Unit Root
cites work: Q5808925
description: scientific article; zbMATH DE number 985180