LONG MEMORY RELATIONSHIPS AND THE AGGREGATION OF DYNAMIC-MODELS

被引:812
作者
GRANGER, CWJ
机构
关键词
D O I
10.1016/0304-4076(80)90092-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:227 / 238
页数:12
相关论文
共 8 条
[1]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[2]  
Granger C. W.J., 1977, FORECASTING EC TIME
[3]  
GRANGER CV, UNPUBLISHED
[4]  
GRANGER CWJ, 1976, J ROYAL STATISTICA A, V38, P246
[5]  
Hipel W. H., 1978, WATER RESOUR RES, V14, P491
[6]   STOCHASTIC MODELING OF RIVERFLOW TIME-SERIES [J].
LAWRANCE, AJ ;
KOTTEGODA, NT .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 :1-47
[7]   FRACTIONAL BROWNIAN MOTIONS FRACTIONAL NOISES AND APPLICATIONS [J].
MANDELBROT, BB ;
VANNESS, JW .
SIAM REVIEW, 1968, 10 (04) :422-+
[8]  
Theil H., 1954, LINEAR AGGREGATION E