Mean square prediction error for long-memory processes
type: Item
instance of: scholarly article
title: Mean square prediction error for long-memory processes
zbMATH Open document ID: 1017.62084
author: Luisa Bisaglia
author: Silvano Bordignon
published in: Statistical Papers
publication date: 2003-08-31T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1972528
zbMATH Keywords: fractional ARIMA(p,d,q) processes
zbMATH Keywords: long-range dependence
zbMATH Keywords: long-range forecasting
zbMATH Keywords: mean square prediction error
zbMATH Keywords: misspecification
MaRDI profile type: Publication
full work available at URL: s00362-002-0095-x
OpenAlex ID: W2090667436
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DOI: 10.1007/S00362-002-0095-X
description: scientific article; zbMATH DE number 1972528