Indirect estimation of ARFIMA and VARFIMA models (Q1808561)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Indirect estimation of ARFIMA and VARFIMA models |
scientific article; zbMATH DE number 1369437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect estimation of ARFIMA and VARFIMA models |
scientific article; zbMATH DE number 1369437 |
Statements
Indirect estimation of ARFIMA and VARFIMA models (English)
0 references
21 August 2000
0 references
fractional integration
0 references
persistence
0 references
long memory
0 references
frequency domain
0 references
multivariate ARFIMA
0 references
auxiliary models
0 references
simulation
0 references
0 references
0 references
0 references
0 references
0 references
