Pages that link to "Item:Q1695690"
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The following pages link to A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690):
Displaying 4 items.
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- A smooth transition long-memory model (Q5881694) (← links)
