A matrix evaluation of the moving-average representation
1997 (English)In: ECONOMICS LETTERS, ISSN 0165-1765, Vol. 55, no 2, 179-183 p.Article in journal (Refereed) Published
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.
moving average representation; matrix form; ARFIMA
IdentifiersURN: urn:nbn:se:uu:diva-57852OAI: oai:DiVA.org:uu-57852DiVA: diva2:85761
Addresses: Lyhagen J, UPPSALA UNIV, DEPT STAT, POB 513, S-75120 UPPSALA, SWEDEN.2008-10-172008-10-172011-10-31