A simple fractionally integrated model with a time-varying long memory parameter d t
Mohamed Boutahar; Gilles Dufrénot; Anne Péguin-Feissolle
| Year of publication: |
2008
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|---|---|
| Authors: | Boutahar, Mohamed ; Dufrénot, Gilles ; Péguin-Feissolle, Anne |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 31.2008, 3, p. 225-241
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| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | ARMA-Modell | ARMA model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003691880