Hi everybody,
I am looking for a clear and simple reference / book / article /
internet link on fractionally integrated processes; I am above all
interested in the link between the process representation in discrete
time and the process parameters estimated from the signal periodogram.
If you know good references please let me know.
Thanks,
Francesca De Vita
Fideuram Capital
Via San Paolo, 10
20121 Milano
* ++39 02 76239634
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