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J. R. M. Hosking · Study

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J. R. M. Hosking

2 works· latest 1996· 1 institutionscluster: provisional

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i102

Citations2,941

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96

Most cited in this library

Fractional Differencing1981 · 2,720 citations
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series1996 · 221 citations

Works

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Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series

Journal of Econometrics·1996·1 author

221citations

Fractional Differencing

Biometrika·1981·1 author

2,720citations