Pages that link to "Item:Q928152"
From MaRDI portal
The following pages link to Seasonal nonlinear long memory model for the US inflation rates (Q928152):
Displaying 6 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
- Estimating memory parameter in the US inflation rate (Q1927805) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process (Q5467275) (← links)