A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150): Difference between revisions

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Latest revision as of 11:40, 28 June 2024

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A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)
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    A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (English)
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    11 June 2008
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    Long-memory
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    Logistic function
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    STAR
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