Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455)
From MaRDI portal
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)
0 references
7 June 2022
0 references
confidence intervals
0 references
fractional integration
0 references
impulse responses
0 references
long memory processes
0 references
VARs
0 references
