AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Granger, C. W. J.; Joyeux, Roselyne

doi:10.1111/j.1467-9892.1980.tb00297.x

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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Author(s): C. W. J. Granger , Roselyne Joyeux

Publication date Created: January 1980

Publication date (Print): January 1980

Journal: Journal of Time Series Analysis

Publisher: Wiley-Blackwell

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Title: Journal of Time Series Analysis

Abbreviated Title: J Time Series Analysis

Publisher: Wiley-Blackwell

ISSN (Print): 0143-9782

ISSN (Electronic): 1467-9892

Publication date Created: January 1980

Publication date (Print): January 1980

Volume: 1

Issue: 1

Pages: 15-29

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DOI: 10.1111/j.1467-9892.1980.tb00297.x

SO-VID: c7284458-0267-49fa-b210-b9031093e6ef

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http://doi.wiley.com/10.1002/tdm_license_1

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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

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