A Note On Long Memory Time Series
Year of publication: |
2005
|
---|---|
Authors: | Diebolt, Claude ; Guiraud, Vivien |
Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 39.2005, 6, p. 827-836
|
Publisher: |
Springer |
Subject: | fractional integration | long memory |
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