A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690)
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scientific article; zbMATH DE number 6835945
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A generalized ARFIMA model with smooth transition fractional integration parameter |
scientific article; zbMATH DE number 6835945 |
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A generalized ARFIMA model with smooth transition fractional integration parameter (English)
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7 February 2018
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time-varying long memory
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local-stationarity
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STR model
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wavelet
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ILSE
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financial time series
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0.8623051047325134
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0.819343090057373
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0.7980818748474121
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0.7980818748474121
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0.7872559428215027
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