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Testing for Short Memory in a VARMA Process.
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1999 (English)In: Journal of Forecasting, ISSN 0277-6693, Vol. 18, no 7, 477-487 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
John Wiley & Sons, Ltd. , New York , 1999. Vol. 18, no 7, 477-487 p.
Keyword [en]
Prediction horizon, memory, VARMA models.
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-31494OAI: oai:DiVA.org:uu-31494DiVA: diva2:59391
Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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