Out-of-sample forecast errors in misspecific perturbed long memory processes

2001 ◽  
Vol 42 (4) ◽  
pp. 423-436 ◽  
Author(s):  
Miguel A. Arranz ◽  
Francesc Marmol
Keyword(s):  
Long Memory ◽  
Forecast Errors ◽  
Memory Processes ◽  
Out Of Sample ◽  
Long Memory Processes

Statistics for Long-Memory Processes

Technometrics ◽  
1997 ◽  
Vol 39 (1) ◽  
pp. 105-106
Author(s):  
Jeffrey Glosup
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Long Memory Processes

Long-Memory Processes

2013 ◽  
Author(s):  
Jan Beran ◽  
Yuanhua Feng ◽  
Sucharita Ghosh ◽  
Rafal Kulik
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Long Memory Processes

Large Sample Inference for Long Memory Processes

10.1142/p591 ◽  
2012 ◽  
Author(s):  
Liudas Giraitis ◽  
Hira L Koul ◽  
Donatas Surgailis
Keyword(s):  
Long Memory ◽  
Large Sample ◽  
Memory Processes ◽  
Long Memory Processes
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