Estimation in long memory time series models

Spectral Analysis and Time Series

1983 • 5,140 citations

AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

1980 • 3,256 citations

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

1983 • 2,957 citations

Fractional differencing

1981 • 2,334 citations

Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

1986 • 908 citations

Fractional time series modelling

1986 • 177 citations

ON ESTIMATION OF LONG‐MEMORY TIME SERIES MODELS

1985 • 157 citations

Parameter estimation in low order fractionally differenced ARMA processes

1989 • 29 citations