Forecasting with k-factor Gegenbauer Processes: Theory and Applications
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Other versions of this item:
- Ferrara, Laurent & Guegan, Dominique, 2001. "Forecasting with k-Factor Gegenbauer Processes: Theory and Applications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(8), pages 581-601, December.
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Keywordslong memory; k-factor Gegenbauer process; prediction function; prediction error; urban transport traffic;
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