ESTIMATION IN LONG‐MEMORY TIME SERIES MODEL

Journal of Time Series Analysis

Volumn 9, Issue 1, 1988, Pages 35-41

  Kashyap, R L ^a   Eom, Kie‐Bum ^b  

^a PURDUE UNIVERSITY   (United States)

^b SYRACUSE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84986845485     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1988.tb00451.x     Document Type: Article

References (11)

1. An introduction to long‐memory time series models and fractional differencing
2. Fractional differencing
3. Synthesis and estimation of random fields using long correlation models.
4. Stochastic modelling of riverflow time series
5. Fractional Brownian motions, fractional noises and applications