Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models (Q4717688)
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scientific article; zbMATH DE number 952820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models |
scientific article; zbMATH DE number 952820 |
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Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models (English)
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1 December 1996
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fractional differencing
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integrated processes
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long-memory
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orthogonal projection
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seasonal
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nonseasonal
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ARIMA processes
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minimum mean squared error predictors
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optimal predictors
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one-step-ahead predictors
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