Impulse responses of antipersistent processes
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Publication:694922
DOI10.1016/j.econlet.2012.04.023zbMath1253.91160MaRDI QIDQ694922
Publication date: 19 December 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2012.04.023
91E40: Memory and learning in psychology
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Cites Work
- Nonlinear models for strongly dependent processes with financial applications
- Fractional ARIMA with stable innovations
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
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- Are Output Fluctuations Transitory?