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GRANGER(1980): "Long Memory Relationships and the Aggregation of Dynamic Models," Journal of Econometrics, 14, 227-238.

 

GRANGERC,. , AND R. JOYEUX(1 980): "An Introduction to Long-Memory Time Series Models and Fractional Differencing," Journal of Time Series Analysis, 1, 15-29

Yongmiao Hong(1999) :“Hypothesis Testing in Time Series Via the Empirical Characteristic Function :A Generalized Spectral Density Approach”,Journal of the American Statistical Association ,December 1999 ,1201 - 1220.

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