Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Josu Arteche
| Year of publication: |
2012
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|---|---|
| Authors: | Arteche, Josu |
| Other Persons: | Baillie, Richard (contributor) ; Chaleampong Kongcharoen (contributor) ; Kapetanios, George (contributor) |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 1, p. 54-56
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | 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/10009581402