Out-of-sample forecast errors in misspecific perturbed long memory processes
Year of publication: |
2001
|
---|---|
Authors: | Arranz, Miguel A. ; Mármol, Francesc |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 42.2001, 4, p. 423-436
|
Subject: | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Kointegration | Cointegration | ARMA-Modell | ARMA model |
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