Optimal prediction with nonstationary ARFIMA model
Download full text from publisher
References listed on IDEAS
- Velasco, Carlos, 1999.
"Non-stationary log-periodogram regression,"
Journal of Econometrics,
Elsevier, vol. 91(2), pages 325-371, August.
- Velasco Gómez, Carlos, 1998. "Non-stationary log-periodogram regression," DES - Working Papers. Statistics and Econometrics. WS 4554, Universidad Carlos III de Madrid. Departamento de Estadística.
- Robinson, Peter M. & Velasco, Carlos, 2000. "Whittle pseudo-maximum likelihood estimation for nonstationary time series," LSE Research Online Documents on Economics 2273, London School of Economics and Political Science, LSE Library.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009.
"Forecasting long memory time series under a break in persistence,"
CREATES Research Papers
2009-53, Department of Economics and Business Economics, Aarhus University.
- Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009. "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP) dp-433, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Chai, Jian & Zhang, Zhong-Yu & Wang, Shou-Yang & Lai, Kin Keung & Liu, John, 2014. "Aviation fuel demand development in China," Energy Economics, Elsevier, vol. 46(C), pages 224-235.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jof:jforec:v:26:y:2007:i:2:p:95-111. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://www3.interscience.wiley.com/cgi-bin/jhome/2966 .