Piecewise FARIMA models for long-memory time series (Q5300822): Difference between revisions

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Revision as of 01:50, 20 March 2024

scientific article; zbMATH DE number 6182399
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English
Piecewise FARIMA models for long-memory time series
scientific article; zbMATH DE number 6182399

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    Piecewise FARIMA models for long-memory time series (English)
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    28 June 2013
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    break point
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    local stationarity
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    long memory
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    FARIMA model
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