Fractional Differencing and Long Memory Processes

Fractional Differencing and Long Memory Processes
Author: Richard T. Baillie
Publisher:
Total Pages: 324
Release: 1998
Genre:
ISBN:


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Fractional Differencing and Long Memory Processes
Language: en
Pages: 324
Authors: Richard T. Baillie
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Annals of Econometrics
Language: en
Pages:
Authors: Richard T. Baillie
Categories:
Type: BOOK - Published: 1996 - Publisher:

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A Generalised Fractional Differencing Bootstrap for Long Memory Processes
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2018 - Publisher:

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Large Sample Inference For Long Memory Processes
Language: en
Pages: 594
Authors: Donatas Surgailis
Categories: Mathematics
Type: BOOK - Published: 2012-04-27 - Publisher: World Scientific Publishing Company

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Box and Jenkins (1970) made the idea of obtaining a stationary time series by differencing the given, possibly nonstationary, time series popular. Numerous time
Long-Memory Processes
Language: en
Pages: 892
Authors: Jan Beran
Categories: Mathematics
Type: BOOK - Published: 2013-05-14 - Publisher: Springer Science & Business Media

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Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,