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Matches in SemOpenAlex for { <https://semopenalex.org/work/W3138198726> ?p ?o ?g. }

• W3138198726 abstract "Autoregressive tempered fractionally integrated moving average with stable innovations modifies the power-law kernel of the fractionally integrated time series model by adding an exponential tempering factor. The tempered time series is a stationary model that can exhibits semi-long-range dependence. This paper develops the basic theory of the tempered time series model, including dependence structure and parameter estimation." @default.
• W3138198726 created "2021-03-29" @default.
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• W3138198726 creator A5041915987 @default.
• W3138198726 date "2021-03-13" @default.
• W3138198726 modified "2023-09-26" @default.
• W3138198726 title "Statistical inference for ARTFIMA time series with stable innovations" @default.
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