Linear prediction of long-range dependent time series (Q5851014)
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scientific article; zbMATH DE number 5660761
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Linear prediction of long-range dependent time series |
scientific article; zbMATH DE number 5660761 |
Statements
Linear prediction of long-range dependent time series (English)
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21 January 2010
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long-memory
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linear model
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autoregressive process
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forecast error
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0.8376988768577576
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0.8154443502426147
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0.8115057349205017
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