Long memory relationships and the aggregation of dynamic models
- 1 October 1980
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 14 (2) , 227-238
- https://doi.org/10.1016/0304-4076(80)90092-5
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCINGJournal of Time Series Analysis, 1980
- Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins ModelsWater Resources Research, 1978
- Stochastic Modelling of Riverflow Time SeriesJournal of the Royal Statistical Society. Series A (General), 1977
- Time Series Modelling and InterpretationJournal of the Royal Statistical Society. Series A (General), 1976
- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968