Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian analysis of long memory and persistence using ARFIMA models |
scientific article; zbMATH DE number 1042444
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian analysis of long memory and persistence using ARFIMA models |
scientific article; zbMATH DE number 1042444 |
Statements
Bayesian analysis of long memory and persistence using ARFIMA models (English)
0 references
4 November 1997
0 references
autoregressive fractionally integrated moving average models
0 references
time series
0 references
trend stationarity
0 references
unit root
0 references
impulse responses
0 references
ARFIMA models
0 references
ARIMA alternatives
0 references
model uncertainty
0 references
real U.S. GNP
0 references
0 references
0.8567537069320679
0 references
0.8064544200897217
0 references
0.803666353225708
0 references
0.7873559594154358
0 references
0.7788806557655334
0 references
