Indirect estimation of ARFIMA and VARFIMA models (Q1808561)
From MaRDI portal
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)
0 references
21 August 2000
0 references
fractional integration
0 references
persistence
0 references
long memory
0 references
frequency domain
0 references
multivariate ARFIMA
0 references
auxiliary models
0 references
simulation
0 references
0 references
0 references
0 references
0 references
0 references
