• Title of article

    A matrix evaluation of the moving-average representation

  • Author/Authors

    Lyhagen، نويسنده , , Johan ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    6
  • From page
    179
  • To page
    184
  • Abstract
    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 representation of the autoregressive fractional integrated moving average process.
  • Keywords
    Moving average representation , Matrix form , ARFIMA
  • Journal title
    Economics Letters
  • Serial Year
    1997
  • Journal title
    Economics Letters
  • Record number

    434317

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434317