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Properties of nonlinear transformations of fractionally integrated processes

Ingolf Dittmann, Clive W. J. Granger

Journal of Econometrics · 2002 · 117 citations · 17 references

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References

17

Table of Integrals, Series, and Products.

K. S. Kölbig, I. S. Gradshteyn, I.M. RYZHIK et al. · Mathematics of Computation · 1995 · 9.6K citations

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Table of Integrals, Series and Products.

Y. L., I. S. Gradshteyn, I. M. Ryzhik · Mathematics of Computation · 1981 · 8.6K citations

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Mathematical Methods of Statistics.

R. C. Geary, H. Leslie Cramer · The Economic Journal · 1947 · 6K citations

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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

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Statistics for Long-Memory Processes.

W. D. Ray, Jan Beran · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1996 · 2.7K citations

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