Effect of the order of fractional integration on impulse responses (Q2345166)
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scientific article; zbMATH DE number 6436850
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| English | Effect of the order of fractional integration on impulse responses |
scientific article; zbMATH DE number 6436850 |
Statements
Effect of the order of fractional integration on impulse responses (English)
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19 May 2015
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long memory
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anti-persistence
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decay of autocorrelation
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0.8096423149108887
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0.7489525675773621
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0.7394475936889648
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0.7294385433197021
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