Forecasting highly persistent time series with bounded spectrum processes

DOI10.1007/S00362-022-01321-ZMaRDI QIDQ6099124zbMATH OpenOpenAlexFDO

Authors Federico Maddanu

Publication date 19 June 2023

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-022-01321-z

zbMATH Keywords

bounded spectrumclimate time seriesforecastingfractional processeslong memorynon-stationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

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