Forecasting with k-factor gegenbauer processes: Theory and applications

Journal of Forecasting

Volumn 20, Issue 8, 2001, Pages 581-601

  Ferrara, L ^a   Guegan D ^a,b  

^a Centre d'Observation Economique   (France)

^b UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

K factor Gegenbauer process; Long memory; Prediction error; Prediction function; Urban transport traffic

Indexed keywords

ERROR ANALYSIS; PARAMETER ESTIMATION; TRAFFIC CONTROL;

GEGENBAUER PROCESS;

TIME SERIES ANALYSIS;

EID: 0035670461     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.815     Document Type: Article

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