A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q671795 |
||
Property / author | |||
Property / author: Anne Peguin-Feissolle / rank | |||
Revision as of 09:39, 20 February 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