Pages that link to "Item:Q3821446"
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The following pages link to ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS (Q3821446):
Displaying 11 items.
- On the predictability of long-range dependent series (Q966347) (← links)
- Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
- Fractional integration and interval prediction (Q1351229) (← links)
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- The long-term memory prediction by multiscale decomposition. (Q1583127) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- A New Variant of ARFIMA Process and Its Predictive Ability (Q3062865) (← links)
- MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION (Q4272771) (← links)
- Identification of fractional differencing autoregressive models<sup>†</sup> (Q4337090) (← links)
- Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models (Q4717688) (← links)