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A matrix evaluation of the moving-average representation
Uppsala University.
1997 (English)In: ECONOMICS LETTERS, ISSN 0165-1765, Vol. 55, no 2, p. 179-183Article in journal (Refereed) Published
Abstract [en]

In this paper we introduce a simple equation system, the solution of which is the moving average representation. The proposed solution is easy to derive since the equation system is recursive. We exemplify with the derivation of the moving average represe

Place, publisher, year, edition, pages
ELSEVIER SCIENCE SA LAUSANNE , 1997. Vol. 55, no 2, p. 179-183
Keywords [en]
moving average representation; matrix form; ARFIMA
Identifiers
URN: urn:nbn:se:uu:diva-57852OAI: oai:DiVA.org:uu-57852DiVA, id: diva2:85761
Note
Addresses: Lyhagen J, UPPSALA UNIV, DEPT STAT, POB 513, S-75120 UPPSALA, SWEDEN.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-10-31

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