Stationary persistent time series misspecified as nonstationary arima (Q1815624)
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scientific article; zbMATH DE number 946798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary persistent time series misspecified as nonstationary arima |
scientific article; zbMATH DE number 946798 |
Statements
Stationary persistent time series misspecified as nonstationary arima (English)
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23 March 1997
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long-memory models
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overdifferencing
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nonstationary ARFIMA processes
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autoregressive fractionally integrated moving-average processes
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misspecification errors
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fractional degree of integration
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mean square forecasting error
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