@inbook{229e35aa23e944ceb7de70d528110755,
title = "Fractional integration and cointegration",
keywords = "Arfima model, cofractional, cointegration, fractional Brownian motion, fractional integration, long memory, long-range dependence, nonstationary, strong dependence",
author = "Javier Hualde and Nielsen, {Morten {\O}rregaard}",
year = "2023",
month = feb,
doi = "10.1093/acrefore/9780190625979.013.639",
language = "English",
booktitle = "Oxford Research Encyclopedias",
publisher = "Oxford University Press",
}