Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890)
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scientific article; zbMATH DE number 1635036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculating and analyzing impulse responses for the vector ARFIMA model. |
scientific article; zbMATH DE number 1635036 |
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Calculating and analyzing impulse responses for the vector ARFIMA model. (English)
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20 August 2001
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Impulse responses
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Generating functions
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The VARFIMA model
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Slow changing rates
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