Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2009 | A generalized ARFIMA Process with Markov-switching Fractional Differencing Parameter | Tsay, Wen-Jen ; Wolfgan Karl Hardle | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 79(5), 731-745 |