Journal of Econometrics · 2015 · 12 citations · 41 references
ComputingComputer ScienceProcess DynamicsMonte Carlo MethodsSieve MethodsFractionally Integrated Volatility ModelsSieve AlgorithmsSieve Estimation
41
Time Series: Theory and Methods
Eric R. Ziegel, Peter J. Brockwell, Richard A. Davis · Technometrics · 1992 · 5.1K citations
J. R. M. Hosking · Biometrika · 1981 · 2.5K citations