Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (Q4935544)
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scientific article; zbMATH DE number 1396122
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| English | Modification of autoregressive fractionally integrated moving average models for the estimation of persistence |
scientific article; zbMATH DE number 1396122 |
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Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (English)
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31 January 2000
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ARFIMA processes
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US GNP
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estimated spectra
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0.9004895
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0.89474046
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0.8873094
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0.8861004
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