Hosking, J. R. M. Fractional differencing. (English) Zbl 0464.62088 Biometrika 68, 165-176 (1981). Page: −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 ReviewsCited in 501 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:autoregressive integrated moving-average process; fractional differencing; long-term persistence; time series; ARMA processes; fractional Brownian motion PDF BibTeX XML Cite \textit{J. R. M. Hosking}, Biometrika 68, 165--176 (1981; Zbl 0464.62088) Full Text: DOI