We modeled long memory with just one lag! (Q6175544)
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scientific article; zbMATH DE number 7729864
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | We modeled long memory with just one lag! |
scientific article; zbMATH DE number 7729864 |
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We modeled long memory with just one lag! (English)
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18 August 2023
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Bayesian estimation
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ridge regression
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vector autoregressive model
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forecasting
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