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Fractional ARIMA(p
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long-range dependence
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longrange forecasting
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mean square prediction error
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misspecification
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q) processes
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Bisaglia, Luisa
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Mean square prediction error for long-memory processes
Bisaglia, Luisa
;
Bordignon, Silvano
- In:
Statistical Papers
43
(
2002
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10005615813
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