Work

Estimating a generalized long memory process

Year: 1996

Type: article

Source: Journal of Econometrics

DOI: 10.1016/0304-4076(95)01739-9

Author: Ching-Fan Chung

Institution: Michigan State University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2062053579

FWCI: 5.033

Cites: 28

Cited by: 134

Related to: 10