We modeled long memory with just one lag! (Q6175544)
From MaRDI portal
scientific article; zbMATH DE number 7729864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | We modeled long memory with just one lag! |
scientific article; zbMATH DE number 7729864 |
Statements
We modeled long memory with just one lag! (English)
0 references
18 August 2023
0 references
Bayesian estimation
0 references
ridge regression
0 references
vector autoregressive model
0 references
forecasting
0 references
0 references
0 references
