论文标题
长期记忆时间序列，具有分数差异的周期性
A long memory time series with a periodic degree of fractional differencing
论文作者
论文摘要
本文在固定区域中开发了变化的参数分数过程的定期版本。这是Hosking（1981）的文章的部分扩展，该文章处理了系数不变的情况。我们将描述该周期性模型的概率理论。结果之后是自动载体功能的图形表示。
This article develops a periodic version of a time varying parameter fractional process in the stationary region. It is a partial extension of Hosking (1981)'s article which dealt with the case where the coefficients are invariant in time. We will describe the probabilistic theories of this periodic model. The results are followed by a graphical representation of the autocovariances functions.
