A note on moving average forecasts of long memory processes with an application to quality control
Year of publication: |
2002
|
---|---|
Authors: | Ramjee, Radhika ; Crato, Nuno ; Ray, Bonnie K. |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 18.2002, 2, p. 291-297
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A note on moving average forecasts of long memory processes with an application to quality control
Ramjee, Radhika, (2002)
-
Memory in returns and volatilities of futures' contracts
Crato, Nuno, (2000)
-
Model selection and forecasting for long-range dependent processes
Crato, Nuno, (1996)
- More ...