Final Comments by the Authors P. Shcherbakov and F. Dabbene

摘要

First of all, we would like to thank Prof. Nurges for his interest towards our work and his nice words in the introduction of his discussion note. We briefly address the two main discussion points raised in his note. About the naming "LD coefficients," we thoroughly agree with Prof. Nurges that it is always difficult to come up with the correct name, and that a possibility was to go for the most popular one, as he suggested. We however preferred to follow a historical perspective: our choice was motivated by the fact that these coefficients were referred to as LD-coefficient in the original paper (ref. [7] in the bibliography list in our paper), where uniform random sampling of ARMA models was first proposed.