A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d <Subscript> t </Subscript>
| Year of publication: |
2008
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|---|---|
| Authors: | Boutahar, Mohamed ; Dufrénot, Gilles ; Péguin-Feissolle, Anne |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 31.2008, 3, p. 225-241
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| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Long-memory | Logistic function | STAR |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701729