A new time-varying model for forecasting long-memory series (Q2664998)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new time-varying model for forecasting long-memory series |
scientific article |
Statements
A new time-varying model for forecasting long-memory series (English)
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18 November 2021
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long-memory
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GAS model
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time-varying parameter
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daily euro-dollar exchange rate
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