Infinite-order, long-memory heterogeneous autoregressive models (Q1623535): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2013.08.009
@@ Property / DOI: 10.1016/j.csda.2013.08.009 / rank @@
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@@ Property / author @@
+Eun-Ju Hwang
@@ Property / author: Eun-Ju Hwang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2013.08.009
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@@ Property / OpenAlex ID @@
+W1966922585
@@ Property / OpenAlex ID: W1966922585 / rank @@
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@@ Property / cites work @@
+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Some mixing properties of time series models
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+Long memory and nonlinearities in realized volatility: a Markov switching approach
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@@ Property / DOI @@
+.1016/J.CSDA.2013.08.009
@@ Property / DOI: 10.1016/J.CSDA.2013.08.009 / rank @@
+Normal rank