A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)
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Publication:928150
DOI10.1007/s10614-007-9115-1zbMath1136.91564MaRDI QIDQ928150
Mohamed Boutahar, Anne Peguin-Feissolle, Gilles Dufrénot
Publication date: 11 June 2008
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-007-9115-1
91B84: Economic time series analysis
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