Do long-memory models have long memory?

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

Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis · 1980 · 3.4K citations

Computing, Meteorology, Forecasting +12

Fractional differencing

J. R. M. Hosking · Biometrika · 1981 · 2.5K citations

Computing, Economics, Hydrology +16

Forecasting Economic Time Series

Stephen J. Taylor, Clive W. J. Granger, Paul Newbold · Journal of the Operational Research Society · 1979 · 1K citations

Business, Business Economics, Economics +12

BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER

Christos Agiakloglou, Paul Newbold, Mark E. Wohar · Journal of Time Series Analysis · 1993 · 207 citations

Social Sciences, Economics, Econometrics +11

How far can changes in general business activity be forecasted?

Lars‐Erik Öller · International Journal of Forecasting · 1985 · 20 citations

Business, Business Economics, Economics +12