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/ejpam/article/view/2951. Acesso em: 23 feb. 2026.