Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.csda.2012.11.019 / rank
 
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Latest revision as of 11:16, 17 July 2024

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Long memory with stochastic variance model: a recursive analysis for US inflation
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    Long memory with stochastic variance model: a recursive analysis for US inflation (English)
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    23 November 2018
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    time varying parameters
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    importance sampling
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    Monte Carlo simulation
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    stochastic volatility
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    fractional integration
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