Fractional differencing

Biometrika

Volumn 68, Issue 1, 1981, Pages 165-176

  Hosking, J R M ^a  

^a CENTRE FOR ECOLOGY AND HYDROLOGY   (United Kingdom)

Author keywords

Autoregressive integrated moving average process; Fractional differencing; Long term persistence; Time series

Indexed keywords

EID: 77956890381     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/68.1.165     Document Type: Article

References (0)