Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of long memory and persistence using ARFIMA models |
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Bayesian analysis of long memory and persistence using ARFIMA models (English)
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4 November 1997
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autoregressive fractionally integrated moving average models
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time series
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trend stationarity
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unit root
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impulse responses
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ARFIMA models
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ARIMA alternatives
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model uncertainty
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real U.S. GNP
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