Some simulations and applications of forecasting long-memory time-series models (Q1304368)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some simulations and applications of forecasting long-memory time-series models
scientific article

    Statements

    Some simulations and applications of forecasting long-memory time-series models (English)
    0 references
    22 September 1999
    0 references
    smoothed regressions
    0 references
    periodogram regressions
    0 references
    forecasting
    0 references
    fractional
    0 references
    long memory
    0 references

    Identifiers