The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic unit root model and fractional integration: An extension to the seasonal case |
scientific article |
Statements
The stochastic unit root model and fractional integration: An extension to the seasonal case (English)
0 references
18 June 2008
0 references
long memory
0 references
seasonality
0 references
