A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:41, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) |
scientific article |
Statements
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (English)
0 references
11 June 2008
0 references
Long-memory
0 references
Logistic function
0 references
STAR
0 references
