Concepedia

SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity

Jan Beran, Yuanhua Feng

Computational Statistics & Data Analysis · 2002 · 98 citations · 46 references

DOI

Concepts

References

46

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

, , +11

The Fractal Geometry of Nature.

Colin Sparrow, B. B. Mandelbrot · Journal of the Royal Statistical Society Series A (General) · 1984 · 14.8K citations

, , +3

Spectral Analysis and Time Series

David B. Preston · Technometrics · 1983 · 4.9K citations

, , +14

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

, , +12

The Determination of the Order of an Autoregression

E. J. Hannan, Barry G. Quinn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1979 · 3K citations

, , +8