Mean square prediction error for long-memory processes (Q1402928)
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scientific article; zbMATH DE number 1972528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square prediction error for long-memory processes |
scientific article; zbMATH DE number 1972528 |
Statements
Mean square prediction error for long-memory processes (English)
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31 August 2003
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fractional ARIMA(p,d,q) processes
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long-range dependence
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long-range forecasting
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mean square prediction error
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misspecification
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