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A smooth transition long-memory model - MaRDI portal

A smooth transition long-memory model (Q5881694)

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scientific article; zbMATH DE number 7662310
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A smooth transition long-memory model
scientific article; zbMATH DE number 7662310

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    A smooth transition long-memory model (English)
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    13 March 2023
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    long-memory
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    nonlinearity
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    time-varying parameter
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    logistic
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