A nonlinear long memory model, with an application to US unemployment.
type: Item
instance of: scholarly article
title: A nonlinear long memory model, with an application to US unemployment.
zbMATH Open document ID: 1040.62111
DOI: 10.1016/S0304-4076(02)00090-8
author: Dick van Dijk
author: Philip Hans Franses
author: Richard Paap
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1869221
zbMATH Keywords: fractional integration
zbMATH Keywords: smooth transition autoregression
zbMATH Keywords: time series model specification
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1869221