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Nonfractional long-range dependence : long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo, (2021)
Modelling high frequency non-financial big time series with an application to jobless claims in Chile
Espasa Terrades, Antoni, (2023)
Time aggregation of mixed causal-noncausal models
Telg, Sean, (2024)
Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe, (1997)
Ergodic for the mean
Hassler, Uwe, (2017)
Comment on "Long-run relationships between labor and capital : indirect evidence on the elasticity of substitution"
Hassler, Uwe, (2008)