A nonlinear long memory model, with an application to US unemployment. (Q1858967)
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scientific article; zbMATH DE number 1869221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear long memory model, with an application to US unemployment. |
scientific article; zbMATH DE number 1869221 |
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A nonlinear long memory model, with an application to US unemployment. (English)
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17 February 2003
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fractional integration
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smooth transition autoregression
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time series model specification
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