Pages that link to "Item:Q928150"
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The following pages link to A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150):
Displaying 5 items.
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869) (← links)
