LONG MEMORY RELATIONSHIPS AND THE AGGREGATION OF DYNAMIC-MODELS

[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[3] GRANGER CV, UNPUBLISHED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]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 : 1 - 47

[7] FRACTIONAL BROWNIAN MOTIONS FRACTIONAL NOISES AND APPLICATIONS [J]. SIAM REVIEW, 1968, 10 (04) : 422 - +

[8] Theil H., 1954, LINEAR AGGREGATION E

[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[3] GRANGER CV, UNPUBLISHED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]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1977, 140 : 1 - 47

[7] FRACTIONAL BROWNIAN MOTIONS FRACTIONAL NOISES AND APPLICATIONS [J]. SIAM REVIEW, 1968, 10 (04) : 422 - +

[8] Theil H., 1954, LINEAR AGGREGATION E