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Some simulations and applications of forecasting long-memory time-series models - MaRDI portal

Some simulations and applications of forecasting long-memory time-series models (Q1304368)

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scientific article; zbMATH DE number 1339686
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English
Some simulations and applications of forecasting long-memory time-series models
scientific article; zbMATH DE number 1339686

    Statements

    Some simulations and applications of forecasting long-memory time-series models (English)
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    22 September 1999
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    smoothed regressions
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    periodogram regressions
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    forecasting
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    fractional
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    long memory
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    Identifiers