A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5286474
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) |
scientific article; zbMATH DE number 5286474 |
Statements
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (English)
0 references
11 June 2008
0 references
Long-memory
0 references
Logistic function
0 references
STAR
0 references
0 references
0 references
0 references
0.873404860496521
0 references
0.8623051047325134
0 references
0.8270877003669739
0 references
0.8152546286582947
0 references
0.8104429244995117
0 references
