SEMIFAR forecasts, with applications to foreign exchange rates

Jan Beran، نويسنده , , Dirk Ocker، نويسنده ,

روزنامه با شماره پیاپی سال 1999

17

137

153

FractionalARIMA , Kernel estimation , Box{Jenkins ARIMA , Di erence stationarity , Semiparametric models , Forecasting , Bandwidth , trend , Di erencing , long-range dependence , BIC

Journal of Statistical Planning and Inference

1999

Journal of Statistical Planning and Inference

218784