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

DOI10.1080/02664760021871zbMath0937.62125OpenAlexW2031770391MaRDI QIDQ4935544

Erhard Reschenhofer

Publication date: 31 January 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760021871

zbMATH Keywords

ARFIMA processesestimated spectraUS GNP

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

This page was built for publication: Modification of autoregressive fractionally integrated moving average models for the estimation of persistence