A generalized ARFIMA model with smooth transition fractional integration parameter
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Cites work
- scientific article; zbMATH DE number 5666937 (Why is no real title available?)
- scientific article; zbMATH DE number 1465030 (Why is no real title available?)
- scientific article; zbMATH DE number 5243765 (Why is no real title available?)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)
- A smooth transition long-memory model
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