LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Gemai Chen, Bovas Abraham, Shelton Peiris

Type: Article

Publication Date: 1994-09-01

Citations: 45

DOI: https://doi.org/10.1111/j.1467-9892.1994.tb00205.x

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Locations

Journal of Time Series Analysis - View

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