long-memory相关论文
Chaos game representation (CGR) is an iterative mapping technique that processes sequences of units, such as nucleotides......
本文介绍了长记忆的概念，首次提出了一种与ADF检验相结合的长记忆性判断方法。给出了将参数d的初估计与近似极大似然估计相结合，将时......
摘要：利用1996年12月17日至2015年1月5日间我国沪深A、B股的对数收益率数据构建DCC-FI-APARCH模型分析我国股市波动的典型化特征和......
The impact of long-memory on the Before-After-Control-Impact (BACI) design and a commonly used nonparametric alternative......
Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive C
This paper introduces the class of seasonal fractionally integrated autoregressive<span style="font-family:Verdana;"> mo......
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteros
In this paper, we introduce the class of autoregressive fractionally integrated moving average-generalized autoregressiv......
