A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150)
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scientific article; zbMATH DE number 5286474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) |
scientific article; zbMATH DE number 5286474 |
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A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (English)
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11 June 2008
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Long-memory
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Logistic function
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STAR
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