Forecasting

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik
Additional contact information
Jan Beran: University of Konstanz, Dept. of Mathematics and Statistics
Yuanhua Feng: University of Paderborn, Faculty of Business Administration and Economics
Sucharita Ghosh: Swiss Federal Research Institute WSL
Rafal Kulik: University of Ottawa, Dept. of Mathematics and Statistics

Chapter Chapter 8 in Long-Memory Processes, 2013, pp 733-752 from Springer

Abstract: Abstract Here we briefly recall some basic results from forecasting. For details, see standard time series books such as Priestley (Spectral analysis and time series, 1981) and Brockwell and Davis (Time series: theory and methods, 1991).

Keywords: Prediction Interval; Chao Estimator; Wold Decomposition; Asymptotic Prediction; Symmetric Probability Density Function (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-35512-7_8

Ordering information: This item can be ordered from
http://www.springer.com/9783642355127

DOI: 10.1007/978-3-642-35512-7_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().