Pages that link to "Item:Q5881694"
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The following pages link to A smooth transition long-memory model (Q5881694):
Displaying 6 items.
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
