Empirical study of ARFIMA model based on fractional differencing
Year of publication: |
2007
|
---|---|
Authors: | Xiu, Jin ; Jin, Yao |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 377.2007, 1, p. 138-154
|
Publisher: |
Elsevier |
Subject: | Long-term memory | ARFIMA | Fractional differencing |
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