Generating univariate fractional integration within a large VAR(1) (Q1745615)
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scientific article; zbMATH DE number 6861167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating univariate fractional integration within a large VAR(1) |
scientific article; zbMATH DE number 6861167 |
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Generating univariate fractional integration within a large VAR(1) (English)
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18 April 2018
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long memory
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vector autoregressive model
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marginalization
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final equation representation
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