Impulse responses of fractionally integrated processes with long memory
Uwe Hassler; Piotr Kokoszka
| Year of publication: |
2010
|
|---|---|
| Authors: | Hassler, Uwe ; Kokoszka, Piotr |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 6, p. 1855-1861
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008738316