Moment bounds and mean squared prediction errors of long-memory time series (Q366971)
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scientific article; zbMATH DE number 6211459
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| English | Moment bounds and mean squared prediction errors of long-memory time series |
scientific article; zbMATH DE number 6211459 |
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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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0.9352139
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0.8886944
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0.88424665
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0.8766192
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0.87642777
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0.87496936
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