Fractional Autocorrelation is a statistical measure in time series analysis that extends classical autocorrelation by quantifying the correlation between observations at non-integer lags through fractional differencing, thereby capturing long-range dependence in processes with memory.
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47
Modeling long-run behavior with the fractional ARIMA model
Fallaw Sowell · Journal of Monetary Economics · 1992 · 367 citations
Computing, Economics, Mathematics +14
David Mendlovic, Haldun M. Özaktaş, Adolf W. Lohmann · Applied Optics · 1995 · 140 citations · Full text
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100
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2
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- PMPeter M. Robinson
London School of Economics and Political Science, United Kingdom
2 publications · 89 citations
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Institutions
61
Tel Aviv University
Tel Aviv, Israel
4 h-index
9 publications
398 citations
Dokuz Eylül University
Izmir, Türkiye
2 h-index
2 publications
182 citations
London School of Economics and Political Science
London, United Kingdom
2 h-index
3 publications
113 citations
Centre National de la Recherche Scientifique
Paris, France
2 h-index
2 publications
60 citations
Northern Illinois University
DeKalb, United States
2 h-index
2 publications
274 citations
Jagiellonian University
Krakow, Poland
2 h-index
2 publications
50 citations
University of Rhode Island
Kingston, United States
2 h-index
3 publications
186 citations
Universidad de Navarra
Pamplona, Spain
2 h-index
2 publications
90 citations
1–8 of 61
Venues
- Applied Optics
3 publications · 181 citations
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- Signal Processing
2 publications · 68 citations
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- Applied Financial Economics
2 publications · 102 citations
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- IEEE Transactions on Signal Processing
2 publications · 256 citations
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- Journal of the American Statistical Association
2 publications · 274 citations
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