A matrix evaluation of the moving-average representation

DOI10.1016/S0165-1765(97)00069-4zbMath0899.90059WikidataQ127451314 ScholiaQ127451314MaRDI QIDQ1391054

Johan Lyhagen

Publication date: 22 July 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

moving average representationARFIMAmatrix form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Unnamed Item
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

This page was built for publication: A matrix evaluation of the moving-average representation