Pages that link to "Item:Q5956472"
From MaRDI portal
The following pages link to Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472):
Displaying 4 items.
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)