Out-of-sample forecast errors in misspecific perturbed long memory processes

Miguel Arranz and Francesc Marmol

Statistical Papers, 2001, vol. 42, issue 4, 423-436

Keywords: Perturbed long-memory; correlogram; forecast error (search for similar items in EconPapers)
Date: 2001
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Working Paper: Out-of-sample forecast errors in misspecified perturbed long memory processes (1998)
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DOI: 10.1007/s003620100071

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