Piecewise FARIMA models for long-memory time series (Q5300822)
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scientific article; zbMATH DE number 6182399
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| English | Piecewise FARIMA models for long-memory time series |
scientific article; zbMATH DE number 6182399 |
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Piecewise FARIMA models for long-memory time series (English)
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28 June 2013
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break point
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local stationarity
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long memory
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FARIMA model
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0.8095561861991882
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0.7881283760070801
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0.7847548723220825
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0.7775076031684875
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