Nonfractional Memory: Filtering, Antipersistence, and Forecasting

J. Eduardo Vera-Valdés

Nonfractional Memory: Filtering, Antipersistence, and Forecasting

^*Corresponding author for this work

Research output: Working paper/Preprint › Working paper › Research

Abstract

Original language	English
Publisher	arXiv
Pages	1-17
Number of pages	17
Publication status	Published - 20 Jan 2018

Bibliographical note

This is an earlier working paper version of the article titled "Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation".

Access to Document

https://arxiv.org/abs/1801.06677

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1 Journal article

Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
Vera-Valdés, J. E., 19 Oct 2021, In: Econometrics. 9, 4, p. 1-18 18 p., 39.
Research output: Contribution to journal › Journal article › Research › peer-review

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Cite this

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