Out-of-sample forecast errors in misspecific perturbed long memory processes
| Year of publication: |
2001
|
|---|---|
| Authors: | Arranz, Miguel ; Marmol, Francesc |
| Published in: |
Statistical Papers. - Springer. - Vol. 42.2001, 4, p. 423-436
|
| Publisher: |
Springer |
| Subject: | Perturbed long-memory | correlogram | forecast error |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005167200