Piecewise FARIMA models for long-memory time series (Q5300822)
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scientific article; zbMATH DE number 6182399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Piecewise FARIMA models for long-memory time series |
scientific article; zbMATH DE number 6182399 |
Statements
Piecewise FARIMA models for long-memory time series (English)
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28 June 2013
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break point
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local stationarity
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long memory
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FARIMA model
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