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Modification of autoregressive fractionally integrated moving average models for the estimation of persistence - MaRDI portal

Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (Q4935544)

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scientific article; zbMATH DE number 1396122
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English
Modification of autoregressive fractionally integrated moving average models for the estimation of persistence
scientific article; zbMATH DE number 1396122

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    Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (English)
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    31 January 2000
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    ARFIMA processes
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    US GNP
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    estimated spectra
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