Long-Memory Processes and Exchange Rate Forecasting

1997 ◽  
pp. 83-117
Author(s):  
Jonas Mockus ◽  
William Eddy ◽  
Audris Mockus ◽  
Linas Mockus ◽  
Gintaras Reklaitis
Keyword(s):  
Exchange Rate ◽  
Long Memory ◽  
Exchange Rate Forecasting ◽  
Memory Processes ◽  
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

Multi-step forecasting for long-memory processes

1999 ◽  
Vol 18 (1) ◽  
pp. 59-75 ◽  
Author(s):  
Julia Brodsky ◽  
Clifford M. Hurvich
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Long Memory Processes
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