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检索条件"主题词=fractional integration"
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BOUNDEDNESS OF COMMUTATORS OF fractional INTEGRATI ON ONHERZ-TYPE SPACES
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Acta Mathematica Scientia 2000年 第4期20卷 461-470页
作者: 刘宗光 Department of Mathematics Zhejiang University Hangzhou 310028 China
This paper establishes some strong type and weak type estimates for commutator [b,I1] on Herz-type spaces, where b E BMO(Rn) and I1 is a fractional integration with O < l < n.
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Modeling Seasonal fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention
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Open Journal of Statistics 2020年 第5期10卷 810-831页
作者: Lawrence Dhliwayo Florance Matarise Charles Chimedza Department of Statistics University of Zimbabwe Harare Zimbabwe School of Statistics and Actuarial Science University of Witwatersrand Johannesburg South Africa
This paper introduces the class of seasonal fractionally integrated autoregressive moving average-generalized conditional heteroskedastisticty (SARFIMA- GARCH) models, with level shift type intervention that are capab... 详细信息
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