Stationary persistent time series misspecified as nonstationary arima (Q1815624): Difference between revisions

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Latest revision as of 15:43, 24 May 2024

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Stationary persistent time series misspecified as nonstationary arima
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    Stationary persistent time series misspecified as nonstationary arima (English)
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    23 March 1997
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    long-memory models
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    overdifferencing
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    nonstationary ARFIMA processes
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    autoregressive fractionally integrated moving-average processes
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    misspecification errors
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    fractional degree of integration
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    mean square forecasting error
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