Indirect estimation of ARFIMA and VARFIMA models (Q1808561): Difference between revisions
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Revision as of 04:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect estimation of ARFIMA and VARFIMA models |
scientific article |
Statements
Indirect estimation of ARFIMA and VARFIMA models (English)
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21 August 2000
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fractional integration
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persistence
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long memory
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frequency domain
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multivariate ARFIMA
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auxiliary models
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simulation
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