Pages that link to "Item:Q1402928"
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The following pages link to Mean square prediction error for long-memory processes (Q1402928):
Displaying 12 items.
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- On the predictability of long-range dependent series (Q966347) (← links)
- Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
- Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type (Q1929535) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Prediction of long memory processes on same-realisation (Q2655052) (← links)
- On the asymptotic behavior of the prediction error of a stationary process (Q2752173) (← links)
- A Shrinked Forecast in Stationary Processes Favouring Percentage Error (Q3440745) (← links)
- Prediction of Long-Range Dependent Time Series Data with Performance Guarantee (Q3646116) (← links)
- MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION (Q4272771) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)