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A minimum distance estimator for long-memory processes
Tieslau, Margie A. - In: Journal of econometrics 71 (1996) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
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Fractional differencing and long memory processes
Baillie, Richard (contributor); King, Maxwell L. (contributor) - In: Journal of econometrics 73 (1996) 1
Persistent link: https://www.econbiz.de/10001206521
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - In: Journal of econometrics 74 (1996) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10001755335