Mean square prediction error for long-memory processes (Q1402928)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square prediction error for long-memory processes |
scientific article |
Statements
Mean square prediction error for long-memory processes (English)
0 references
31 August 2003
0 references
fractional ARIMA(p,d,q) processes
0 references
long-range dependence
0 references
long-range forecasting
0 references
mean square prediction error
0 references
misspecification
0 references
0 references
