Concepedia
Journal of Econometrics · 2014 · 45 citations · 28 references
BusinessComputer SystemsStochastic ProcessesLong-memory ProcessesLocal Whittle EstimationLong Memory Models
28
Long-Term Storage Capacity of Reservoirs
H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations
Engineering, Hydrology, Petroleum Engineering +15
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
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis · 1983 · 3K citations
Business, Economics, Econometrics +16
Fractional differencing
J. R. M. Hosking · Biometrika · 1981 · 2.5K citations
Computing, Economics, Hydrology +16
Gaussian Semiparametric Estimation of Long Range Dependence
Peter M. Robinson · The Annals of Statistics · 1995 · 1.5K citations
Natural Sciences, Decision Sciences, Econometrics +16