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Apparent Long Memory in Time Series as an Artifact of a Time-Varying Mean: Considering Alternatives to the Fractionally Integrated Model

机译：时间序列中的明显长记忆作为时变均值的工件：考虑分数积分模型的替代方法

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Richard A. Ashley; Douglas M. Patterson;
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年度 2009
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1. APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL [J] . Richard A. Ashley, Douglas M. Patterson Macroeconomic dynamics . 2010,第Suppla1期

机译：时间序列中的明显长时记忆作为随时间变化的平均值的伪像：考虑分数阶综合模型的替代项
2. A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d_t [J] . Mohamed Boutahar, Gilles Dufrenot, Anne Peguin-Feissolle Computational economics . 2008,第3期

机译：具有时变长记忆参数d_t的简单分数积分模型
3. Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity [J] . Leite A., Paula Rocha A., Eduarda Silva M. Chaos . 2013,第2期

机译：心率变异性超越长记忆：基于带条件异方差的分数积分自回归移动平均时间序列模型的方法
4. Vector Autoregressive Fractionally Integrated Models to Assess Multiscale Complexity in Cardiovascular and Respiratory Time Series [C] . Aurora Martins, Celestino Amado, Ana Paula Rocha, Conference of the European Study Group on Cardiovascular Oscillations . 2020

机译：矢量自回归分数积分模型，可评估心血管和呼吸时间序列中的多尺度复杂度
5. Hierarchical Time-Varying Mixed-Effects Models in High-Dimensional Time Series and Longitudinal Data Studies [D] . Li, Jinglan 2017

机译：高维时间序列中的分层时变混合效应模型和纵向数据研究
6. Use of Alternative Time Scales in Cox Proportional Hazard Models: Implications for Time-Varying Environmental Exposures [O] . Beth Ann Griffin, Garnet L. Anderson, Regina A. Shih, -1

机译：在Cox比例危险模型中使用替代时间尺度：对时变环境暴露的影响
7. A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - Document de travail n°2008 - 10 [O] . Boutahar Mohamed, Dufrénot Gilles, Peguin-Feissolle Anne 2008

机译：随时间变化的长内存参数Dt的简单分数积分模型-文献索引n°2008-10

Apparent Long Memory in Time Series as an Artifact of a Time-Varying Mean: Considering Alternatives to the Fractionally Integrated Model

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