مرکز منطقه ای اطلاع رساني علوم و فناوري - SEMIFAR models a semiparametric approach to modelling trends, long-range dependence and nonstationarity

Title of article :

SEMIFAR models a semiparametric approach to modelling trends, long-range dependence and nonstationarity

Author/Authors :

Jan Beran، نويسنده , , Yuanhua Feng، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

393

To page :

419

Keywords :

trend , Di7erencing , long-range dependence , Anti-persistence , Kernel estimation , BIC , Bandwidth selection , Semiparametricmodels

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2002

Journal title :

Computational Statistics and Data Analysis

Record number :

307553

Link To Document :