scientific article; zbMATH DE number 1069580

zbMATH Open0878.62064MaRDI QIDQ4356541FDOQ4356541

Authors: Paul Newbold, Christos Agiakloglou, John Miller 

Publication date: 5 January 1998

Title of this publication is not available (Why is that?)

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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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