Nonfractional Memory: Filtering, Antipersistence, and Forecasting

J. Eduardo Vera-Valdés

Nonfractional Memory: Filtering, Antipersistence, and Forecasting

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Publikation: Working paper/Preprint › Working paper › Forskning

Abstract

Originalsprog	Engelsk
Udgiver	arXiv
Sider	1-17
Antal sider	17
Status	Udgivet - 20 jan. 2018

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https://arxiv.org/abs/1801.06677

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1 Tidsskriftartikel

Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
Vera-Valdés, J. E., 19 okt. 2021, I: Econometrics. 9, 4, s. 1-18 18 s., 39.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

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Citationsformater

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