References

• 1977Time Series Analysis: Forecasting and Control19,200 cited
• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1981Fractional Differencing2,720 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1980Long memory relationships and the aggregation of dynamic models1,448 cited
• 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
• 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
• 1989Long memory and persistence in aggregate output546 cited
• 1994Cointegration, Fractional Cointegration, and Exchange Rate Dynamics363 cited
• 1992Modeling long-run behavior with the fractional ARIMA model352 cited
• 1978Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon341 cited
• 1994On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean142 cited
• 1991Is Consumption Too Smooth? Long Memory and the Deaton Paradox124 cited

Cited by