Long-memory property of nonlinear transformations of break processes (Q1927845)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-memory property of nonlinear transformations of break processes |
scientific article |
Statements
Long-memory property of nonlinear transformations of break processes (English)
0 references
2 January 2013
0 references
nonlinearity
0 references
fractional integration
0 references
long-memory
0 references
occasional structural breaks
0 references
