The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205): Difference between revisions
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| Property / cites work: STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES / rank | |||
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Latest revision as of 12:12, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic unit root model and fractional integration: An extension to the seasonal case |
scientific article |
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The stochastic unit root model and fractional integration: An extension to the seasonal case (English)
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18 June 2008
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long memory
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seasonality
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