Long memory relationships and the aggregation of dynamic models

Time Series Analysis: Forecasting and Control

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

Computing, Data Science, Forecasting +11

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

Natural Sciences, Economics, Mathematics +9

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

Time Series Analysis, Forecasting and Control.

M. G. Kendall, G. E. P. Box, G. M. Jenkins · Journal of the Royal Statistical Society Series A (General) · 1971 · 2.8K citations

Computing, Data Science, Econometrics +11

Forecasting Economic Time Series

The Economic Journal · 2000 · 1.8K citations

Business, Business Economics, Economics +12