scientific article; zbMATH DE number 1069580

MaRDI QIDQ4356541zbMATH OpenFDO

Authors Paul Newbold, Christos Agiakloglou, John Miller

Publication date 5 January 1998

zbMATH Keywords

fractional difference modelslong-term inferenceparsimoniously parametrized time seriespersistence of shockstesting for unit autoregressive rootsunobserved stochastic components

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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