We show in this article that fractionally integrated processes with Bloomfield (1973) exponential spectral disturbances can be well approximations to fractional models with AR disturbances. In fact, ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. What was it that first sparked your interest in investing? For 28-year-old FT Money reader Nathan, it was a ...
Looking at this fraction is a little bit different than looking at the other complex fractions that we've dealt with. However, we can make it look like the other complex fractions. But first of all, ...
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