6Granger CW J,Joyeux R. An Introduction to Long- memory Time SeriesModels and Fractional Differencing [ J]. Journal of Time Series Analysis, 1980( 1 ) : 15 - 29.
7Granger CW J. Long Memory Relationships and the Aggregation of Dynamic Models [ J ]. Journal of Econometrics, 1980 (14) : 227 - 238.
8Baillie R T. Long Memory Processes and Fractional Integration in Econometrics [ J ]. Journal of Econometrics, 1996,73(1) :5 - 59.
9Hosking J R M. Asymptotic Distributions of the Sample Mean, Autocovariance, and Autocorrelations of Long - memory Time Series [ J ]. Journal of Econometrics, 1996, 73( 1 ) :216 -284.