New methods for the analysis of long‐memory time‐series: Application to Spanish inflation
Open Access
- 1 March 1994
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 13 (2) , 97-107
- https://doi.org/10.1002/for.3980130205
Abstract
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This publication has 4 references indexed in Scilit:
- Discrimination between monotonic trends and long-range dependenceJournal of Applied Probability, 1986
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSJournal of Time Series Analysis, 1983
- On Large-Sample Estimation for the Mean of a Stationary Random SequenceThe Annals of Statistics, 1974
- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968