Long-memory Time Series
Peter M. Robinson · 2003
Abstract These descriptions face the criticism that, consistent with (1.4), there is the possibility that j()..) has one or more poles or zeros at frequencies).. E (0, n], indicative of notable cyclic behaviour. This research was supported by a Leverhulme Trust Personal Research Professorship and ESRC Grant R000238212. I thank Fabrizio Iacone for careful checking of bibliographic details and for locating typographical errors. © P. M. Robinson 2003.