| Title:
|
Two-dimensional long memory models (English) |
| Author:
|
Anděl, Jiří |
| Author:
|
Gómez, María |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
24 |
| Issue:
|
1 |
| Year:
|
1988 |
| Pages:
|
1-16 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0649.62086 |
| idMR:
|
MR936549 |
| . |
| Date available:
|
2009-09-24T18:03:42Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124432 |
| . |
| Reference:
|
[1] J. Anděl: Long memory time series models.Kybernetika 22 (1986), 105-123. MR 0849684 |
| Reference:
|
[2] W. Dunsmuir, E. J. Hannan: Vector linear time series models.J. Appl. Probab. 10 (1973), 130-145. MR 0365960 |
| Reference:
|
[3] G. M. Fichtengolc: Kurs differencialnogo i integralnogo isčislenija III.Gos. izd. fiz.-mat. lit., Moskva 1960. |
| Reference:
|
[4] J. Geweke, S. Porter-Hudak: The estimation and application of long memory time series models.J. Time Ser. Anal. 4 (1983), 221-238. Zbl 0534.62062, MR 0738585 |
| Reference:
|
[2] C. W. Granger, R. Joyeux: An introduction to long memory time series models and fractional differencing.J. Time Ser. Anal. 1 (1980), 15-29. Zbl 0503.62079, MR 0605572 |
| Reference:
|
[6] J. R. M. Hosking: Fractional differencing.Biometrika 68 (1981), 165-176. Zbl 0464.62088, MR 0614953 |
| Reference:
|
[7] A. I. McLeod, K. W. Hipel: Preservation of the rescaled adjusted range. 1. A reassessment of the Hurst phenomenon.Water Resour. Res. 14 (1978), 491-508. |
| . |
