1. ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS
M. S. Peiris,†, B. J. C. Perera
Journal of Time Series Analysis
Volume 9, Issue 3, pages 215–220, May 1988
- DOI:
http://dx.doi.org/10.1111/j.1467-9892.1988.tb00465.x
John Geweke,
Susan Porter-Hudak
Journal of Time Series Analysis
Volume 4, Issue 4, pages 221–238, July 1983
- DOI:
http://dx.doi.org/10.1111/j.1467-9892.1983.tb00371.x
C. W. J. Granger, Roselyne Joyeux
Journal of Time Series Analysis
Volume 1, Issue 1, pages 15–29, January 1980
- DOI:
http://dx.doi.org/10.1111/j.1467-9892.1980.tb00297.x
M. Shelton Peiris
Australian Journal of Statistics
Volume 29, Issue 1, pages 42–48, April 1987
- DOI:
http://dx.doi.org/10.1111/j.1467-842X.1987.tb00719.x