Asymptotic prediction of mean squared error for long-memory processes with estimated parameters
Naoya Katayama
| Year of publication: |
2008
|
|---|---|
| Authors: | Katayama, Naoya |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 8, p. 690-720
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003799955