Fractional integration and interval prediction
type: Item
instance of: scholarly article
title: Fractional integration and interval prediction
zbMATH Open document ID: 0875.62600
DOI: 10.1016/0165-1765(95)00772-5
author: Francis X. Diebold
author: Peter Lindner
published in: Economics Letters
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 984317
zbMATH Keywords: Forecasting
zbMATH Keywords: Long memory
zbMATH Keywords: Prediction interval
zbMATH Keywords: Real interest rates
MaRDI profile type: Publication
full work available at URL: 0165-1765(95)00772-5
OpenAlex ID: W2030372368
cites work: When are Variance Ratio Tests for Serial Dependence Optimal?
cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Long-Term Memory in Stock Market Prices
cites work: The Fractional Unit Root Distribution
description: scientific article; zbMATH DE number 984317