Publication:3646695
From MaRDI portal
zbMath1402.62202MaRDI QIDQ3646695
Magda Komorníková, Jozef Komorník
Publication date: 27 November 2009
Full work available at URL: http://pc2.iam.fmph.uniba.sk/amuc/_contributed/algo2005/komornik-komornikova.pdf
fractional integration; spectral analysis; time series modelling; ARFIMA modelling; smooth regime switching
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis