In this paper we present results of a simulation study to assess and compare the accuracy of forecasting techniques for long-memory processes in small sample sizes. We analyse dierences between adaptive ARMA(1,1) L-step forecasts, where the parameters are estimated by minimizing the sum of squares o
Multi-step estimation and forecasting in dynamic models
โ Scribed by Andrew A. Weiss
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 880 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
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