𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A generalized fractionally differencing approach in long-memory modeling

✍ Scribed by L. Giraitis; R. Leipus


Publisher
Springer
Year
1995
Tongue
English
Weight
639 KB
Volume
35
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Long memory in interest rate futures mar
✍ G. Geoffrey Booth; Yiuman Tse πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 622 KB

CCC 0270-731 41951050573-I 2 'The robustness to conditional heteroskedastic effects and variance shifts is crucial, since, as pointed out by Milonas et al. (1 985), results of futures price dynamics may be biased by variance nonstationarity.

A generalized model of elastic foundatio
✍ M. Di Paola; F. Marino; M. Zingales πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 851 KB

The common models of elastic foundations are provided by supposing that they are composed by elastic columns with some interactions between them, such as contact forces that yield a differential equation involving gradients of the displacement field. In this paper, a new model of elastic foundation

An equivalent circuit-based approach to
✍ Carlos Crespo-Cadenas; Javier Reina-Tosina; MarΓ­a J. Madero-Ayora πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 963 KB

## Abstract A behavioral model for power amplifiers that accounts for long‐term memory effects is proposed in this article.The model structure is derived from a simplified circuit level description of thermal power feedback and a dynamic ordering of model kernels. The approach has been tested with