uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A matrix evaluation of the moving-average representation
Uppsala University.
1997 (English)In: ECONOMICS LETTERS, ISSN 0165-1765, Vol. 55, no 2, 179-183 p.Article 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, 179-183 p.
Keyword [en]
moving average representation; matrix form; ARFIMA
Identifiers
URN: urn:nbn:se:uu:diva-57852OAI: oai:DiVA.org:uu-57852DiVA: 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

Open Access in DiVA

No full text

Authority records BETA

Lyhagen, Johan

Search in DiVA

By author/editor
Lyhagen, Johan
By organisation
Uppsala University

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 371 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf