William R Parke
Dados Biográficos
| ID | 8880445 |
|---|---|
| NOME | William R Parke |
| PRENOMES | William R |
| SOBRENOME | Parke |
| ASSINATURA | PARKE W R |
| AFILIAÇÕES | University of North Carolina at Chapel Hill |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 1 |
| TOTAL DE CITAÇÕES | 0 |
| OBRAS COMO AUTOR | 1 |
| OBRAS COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 1999 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 1999 |
| ÍNDICE H | 0 |
What is Fractional Integration
A simple construction that will be referred to as an error-duration model is shown to generate fractional integration and long memory. An error-duration representation also exists for many familiar ARMA models, making error duration an alternative to autoregression for explaining dynamic persistence in economic variables. The results lead to a straightforward procedure for simulating fractional integration and establish a connection between fract…
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What is Fractional Integration
A simple construction that will be referred to as an error-duration model is shown to generate fractional integration and long memory. An error-duration representation also exists for many familiar ARMA models, making error duration an alternative to autoregression for explaining dynamic persistence in economic variables. The results lead to a straightforward procedure for simulating fractional integration and establish a connection between fract…
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