Pages that link to "Item:Q1815624"
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The following pages link to Stationary persistent time series misspecified as nonstationary arima (Q1815624):
Displayed 4 items.
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)