Piecewise FARIMA models for long-memory time series
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Publication:5300822
DOI10.1080/00949655.2011.582470zbMath1431.62419MaRDI QIDQ5300822
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.582470
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Uses Software
Cites Work
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