Pages that link to "Item:Q5940890"
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The following pages link to Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890):
Displayed 4 items.
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076) (← links)
- Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)