The article discusses the use of fractional exponential models for long memory series and a method for multi-step ahead forecast error estimation.
Fractional Exponential Models: a multi-step frequency domain estimation criterion / Corduas, Marcella. - STAMPA. - 2:(2002), pp. 1-2.
Fractional Exponential Models: a multi-step frequency domain estimation criterion
CORDUAS, MARCELLA
2002
Abstract
The article discusses the use of fractional exponential models for long memory series and a method for multi-step ahead forecast error estimation.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
