Moment bounds and mean squared prediction errors of long-memory time series (Q366971)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment bounds and mean squared prediction errors of long-memory time series |
scientific article |
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Moment bounds and mean squared prediction errors of long-memory time series (English)
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25 September 2013
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ARFIMA model
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integrated AR model
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long-memory time series
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mean squared prediction error
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moment bound
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multi-step prediction
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