Properties of nonlinear transformations of fractionally integrated processes. (Q1858966)
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scientific article; zbMATH DE number 1869220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of nonlinear transformations of fractionally integrated processes. |
scientific article; zbMATH DE number 1869220 |
Statements
Properties of nonlinear transformations of fractionally integrated processes. (English)
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17 February 2003
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long memory
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nonlinearity
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non-stationarity
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fractional integration
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