Wavelet-based modelling of persistent periodicities

MaRDI QIDQ4408018zbMATH OpenFDO

Authors Emma J. McCoy

Publication date 3 November 2003

zbMATH Keywords

GARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• A k-Factor GARMA Long-memory Model

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