Title of article
SEMIFAR forecasts, with applications to foreign exchange rates
Author/Authors
Jan Beran، نويسنده , , Dirk Ocker، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
17
From page
137
To page
153
Keywords
FractionalARIMA , Kernel estimation , Box{Jenkins ARIMA , Di erence stationarity , Semiparametric models , Forecasting , Bandwidth , trend , Di erencing , long-range dependence , BIC
Journal title
Journal of Statistical Planning and Inference
Serial Year
1999
Journal title
Journal of Statistical Planning and Inference
Record number
218784
Link To Document