Long-memory property of nonlinear transformations of break processes (Q1927845)
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scientific article; zbMATH DE number 6120911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-memory property of nonlinear transformations of break processes |
scientific article; zbMATH DE number 6120911 |
Statements
Long-memory property of nonlinear transformations of break processes (English)
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2 January 2013
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nonlinearity
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fractional integration
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long-memory
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occasional structural breaks
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