Long memory and persistence in aggregate output

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.1K citations

Hydrogeology, Cumulative Totals, Engineering +12

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.6K citations

Nonlinear Time Series, Stochastic Phenomenon, Random Walks

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

Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis · 1980 · 3.3K citations

Engineering, Fractional-order System, Fractional Dynamic +9

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis · 1983 · 2.9K citations

Economics, Economic Forecasting, Engineering +15

Time Series Regression with a Unit Root

P. C. B. Phillips · Econometrica · 1987 · 2.9K citations

Engineering, Unit Root, Regression Analysis +16