The Possibility of Using the M Smallest K-Simplexes Method for Forecasting Long and Intermediate Memory Time Series

Jacek Szanduła ()
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Jacek Szanduła: Wrocław University of Economics, Poland

Chapter 12 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 171-184 from University of Lodz

Abstract: In Chapter 12, Szanduła has evaluated the method of m smallest k-simplexes method in forecasting time series of long and intermediate memory which may seem an alternative modelling strategy to traditional ARFIMA models.

Keywords: M smallest k-simplexes method; Forecasting long and intermediate memory time series (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2010
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