An I(\(d\)) model with trend and cycles (Q737963)
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scientific article; zbMATH DE number 6616615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An I(\(d\)) model with trend and cycles |
scientific article; zbMATH DE number 6616615 |
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An I(\(d\)) model with trend and cycles (English)
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12 August 2016
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fractional integration
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trend
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cycle
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nonlinear process
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Whittle objective function
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0.8663597
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0.84392935
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0.84141546
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0.84040844
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0.83970624
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0.83796215
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