Mean square prediction error for long-memory processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Bisaglia, Luisa ; Bordignon, Silvano |
| Published in: |
Statistical Papers. - Springer. - Vol. 43.2002, 2, p. 161-175
|
| Publisher: |
Springer |
| Subject: | Fractional ARIMA(p | q) processes | long-range dependence | longrange forecasting | mean square prediction error | misspecification |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005615813