http://ir.sinica.edu.tw/handle/201000000A/85613| Title: | A generalized ARFIMA Process with Markov-switching Fractional Differencing Parameter | Authors: | Tsay, Wen-Jen Wolfgan Karl Hardle |
Issue Date: | 2009 | Relation: | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 79(5), 731-745 | URI: | http://ir.sinica.edu.tw/handle/201000000A/85613 | ISSN: | http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0094-9655&DestApp=JCR&RQ=IF_CAT_BOXPLOT |
| Appears in Collections: | 經濟研究所 |
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