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Testing nonlinear stochastic models on phytoplankton biomass time series

✍ Scribed by Nico Stollenwerk; Friedhelm R. Drepper; Helge Siegel


Book ID
117465693
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
290 KB
Volume
144
Category
Article
ISSN
0304-3800

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Nonlinear time series with long memory:
✍ Peter M. Robinson; Paolo Zaffaroni πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 568 KB

We introduce a nonlinear model of stochastic volatility within the class of "product type" models. It allows different degrees of dependence for the "raw" series and for the "squared" series, for instance implying weak dependence in the former and long memory in the latter. We discuss its main stati