scholarly journals A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries

2008 ◽  
Vol 147 (1) ◽  
pp. 104-119 ◽  
Author(s):  
Michael McAleer ◽  
Marcelo C. Medeiros
Keyword(s):  
Long Memory ◽  
Autoregressive Model ◽  
Smooth Transition

Modelling algal blooms using vector autoregressive model with exogenous variables and long memory filter

2007 ◽  
Vol 200 (1-2) ◽  
pp. 130-138 ◽  
Author(s):  
Gilbert C.S. Lui ◽  
W.K. Li ◽  
Kenneth M.Y. Leung ◽  
Joseph H.W. Lee ◽  
A.W. Jayawardena
Keyword(s):  
Long Memory ◽  
Autoregressive Model ◽  
Algal Blooms ◽  
Vector Autoregressive Model ◽  
Exogenous Variables ◽  
Vector Autoregressive
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