Stationary persistent time series misspecified as nonstationary arima (Q1815624): Difference between revisions
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Property / cites work: Time series: theory and methods. / rank | |||
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Property / cites work: (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES / rank | |||
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Latest revision as of 15:43, 24 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Stationary persistent time series misspecified as nonstationary arima |
scientific article |
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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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