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

scholarly journals Semiparametric Inference in Seasonal and Cyclical Long Memory Processes

2000 ◽  
Vol 21 (1) ◽  
pp. 1-25 ◽  
Author(s):  
Josu Arteche ◽  
Peter M. Robinson
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Semiparametric Inference ◽  
Long Memory Processes

Modelling international monthly arrivals using seasonal univariate long-memory processes

2005 ◽  
Vol 26 (6) ◽  
pp. 867-878 ◽  
Author(s):  
L.A. Gil-Alana
Keyword(s):  
Long Memory ◽  
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

Inference for estimators of generalized long memory processes

2022 ◽  
pp. 1-20
Author(s):  
Paul M. Beaumont ◽  
Aaron D. Smallwood
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Long Memory Processes

First Passage Distributions for Long Memory Processes

2003 ◽  
pp. 167-180 ◽  
Author(s):  
Govindan Rangarajan ◽  
Mingzhou Ding
Keyword(s):  
Long Memory ◽  
First Passage ◽  
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

Spurious regressions between stationary generalized long memory processes

2006 ◽  
Vol 90 (3) ◽  
pp. 446-454 ◽  
Author(s):  
Yixiao Sun
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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