مرکز منطقه ای اطلاع رساني علوم و فناوري - Multistep forecasting of long memory series using fractional exponential models

Title of article :

Multistep forecasting of long memory series using fractional exponential models

Author/Authors :

Clifford M. Hurvich، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

167

To page :

179

Keywords :

Fractional integration , long-range dependence , Spectral factorization

Journal title :

International Journal of Forecasting

Serial Year :

2002

Journal title :

International Journal of Forecasting

Record number :

178937

Link To Document :