"Infinite-order, long-memory heterogeneous autoregressive models."

Eunju Hwang, Dong Wan Shin (2014)

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DOI: 10.1016/J.CSDA.2013.08.009

access: closed

type: Journal Article

metadata version: 2020-02-18

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Eunju Hwang, Dong Wan Shin:
Infinite-order, long-memory heterogeneous autoregressive models. Comput. Stat. Data Anal. 76: 339-358 (2014)

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