MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
type: Item
instance of: scholarly article
title: MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
zbMATH Open document ID: 0779.62088
published in: Journal of Time Series Analysis
publication date: 1994-01-19T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62Q05
zbMATH DE Number: 472911
zbMATH Keywords: long-range dependence
zbMATH Keywords: fractionally differenced noise process
zbMATH Keywords: approximating \(\text{AR}(p)\) model
zbMATH Keywords: long-range forecasting accuracy
zbMATH Keywords: fractional noise model
zbMATH Keywords: asymptotic \(k\)-step-ahead prediction error
zbMATH Keywords: finite sample size
zbMATH Keywords: simulation
zbMATH Keywords: long-memory data
author: B. K. Ray
MaRDI profile type: Publication
full work available at URL: j.1467-9892.1993.tb00161.x
OpenAlex ID: W2021879483
cites work: Parameter estimation in low order fractionally differenced ARMA processes
cites work: Q4137964
cites work: Forecasting with Misspecified Models
cites work: Q4040765
cites work: Fractional Brownian Motions, Fractional Noises and Applications
DOI: 10.1111/J.1467-9892.1993.TB00161.X
description: scientific article; zbMATH DE number 472911