Mean square prediction error for long-memory processes (Q1402928)
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scientific article; zbMATH DE number 1972528
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| English | Mean square prediction error for long-memory processes |
scientific article; zbMATH DE number 1972528 |
Statements
Mean square prediction error for long-memory processes (English)
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31 August 2003
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fractional ARIMA(p,d,q) processes
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long-range dependence
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long-range forecasting
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mean square prediction error
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misspecification
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0.8117151260375977
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0.8116553425788879
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0.8079218864440918
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0.8041837811470032
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0.7974997758865356
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