Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455): Difference between revisions
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scientific article; zbMATH DE number 7537911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for impulse response coefficients from multivariate fractionally integrated processes |
scientific article; zbMATH DE number 7537911 |
Statements
Inference for impulse response coefficients from multivariate fractionally integrated processes (English)
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7 June 2022
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confidence intervals
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fractional integration
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impulse responses
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long memory processes
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VARs
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