Gao, Jie; Xu, Zhen-yuan; Zhang, Li-ting - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 17, pp. 3475-3485
) process. To validate this approximation, a mean square error forecast criterion is considered, and the calculation of the mean … sequence of orf virus. This paper gives some theoretical justification on the mean square error forecast criterion based on a … square error between the observation Xt+l of an ARFIMA process and the l-step-ahead forecast of the ARMA(1, 1) process is …