Long Memory and Fractional Differencing: Revisiting Clive W. J. Granger’s Contributions and Further Developments.
European Journal of Pure and Applied Mathematics, Maryland, USA, v. 10, n. 1, p. 82–103, 2017. Disponível em:
https://www.ejpam.com/index.php/ejpam/article/view/2951. Acesso em: 24 nov. 2024.