Hi to everyone,
I'm worknig on Long Memory Processes and I'm looking for
a code to simulate a FIGARCH(p,d,q) model, can anyone
help me?
Thanks a lot in advance
Silvia
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| Silvia Golia |
| Dipartimento di Scienze Statistiche tel. +39 075 5855233 |
| Universita' degli Studi di Perugia fax +39 075 43242 |
| Via Pascoli |
| Casella postale 1315/succ.1 e-mail: [log in to unmask] |
| 06100 PERUGIA (ITALY) http://www.stat.unipg.it/~sgol/ |
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