Using subspace methods to model long-memory processes (Q2180402)
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scientific article; zbMATH DE number 7200582
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| English | Using subspace methods to model long-memory processes |
scientific article; zbMATH DE number 7200582 |
Statements
Using subspace methods to model long-memory processes (English)
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14 May 2020
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fractional integration
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subspace algorithms
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long VAR-models
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robust procedures
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multivariate time series
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0.7951195240020752
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0.7847112417221069
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0.7536612153053284
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0.7523304224014282
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0.7423701286315918
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