Extrapolation in fractional autoregressive models
Kybernetika (1998)
- Volume: 34, Issue: 3, page [309]-316
- ISSN: 0023-5954
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topAnděl, Jiří, and Neuhaus, Georg. "Extrapolation in fractional autoregressive models." Kybernetika 34.3 (1998): [309]-316. <http://eudml.org/doc/33356>.
@article{Anděl1998,
abstract = {The naïve and the least-squares extrapolation are investigated in the fractional autoregressive models of the first order. Some explicit formulas are derived for the one and two steps ahead extrapolation.},
author = {Anděl, Jiří, Neuhaus, Georg},
journal = {Kybernetika},
keywords = {nonlinear autoregressive process; least-squares extrapolation; nonlinear autoregressive process; least-squares extrapolation},
language = {eng},
number = {3},
pages = {[309]-316},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Extrapolation in fractional autoregressive models},
url = {http://eudml.org/doc/33356},
volume = {34},
year = {1998},
}
TY - JOUR
AU - Anděl, Jiří
AU - Neuhaus, Georg
TI - Extrapolation in fractional autoregressive models
JO - Kybernetika
PY - 1998
PB - Institute of Information Theory and Automation AS CR
VL - 34
IS - 3
SP - [309]
EP - 316
AB - The naïve and the least-squares extrapolation are investigated in the fractional autoregressive models of the first order. Some explicit formulas are derived for the one and two steps ahead extrapolation.
LA - eng
KW - nonlinear autoregressive process; least-squares extrapolation; nonlinear autoregressive process; least-squares extrapolation
UR - http://eudml.org/doc/33356
ER -
References
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- Pemberton J., 10.1111/j.1467-9892.1987.tb00007.x, J. Time Ser. Anal. 8 (1987), 443–448 (1987) MR0917796DOI10.1111/j.1467-9892.1987.tb00007.x
- Tong H., Non–linear Time Series, Clarendon Press, Oxford 1990 Zbl0835.62076
- Research, Wolfram, Inc., Mathematica, Version 2, 2, Champaign, Illinois 1994
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