Misspecified prediction for time series

Journal of Forecasting

Volumn 20, Issue 8, 2001, Pages 543-564

  Choi, In Bong ^a   Taniguchi, Masanobu ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

Best linear predictor; Conjectured spectral density; Long memory process; Misspecified prediction; Multistep prediction; Quasi MLE; Spectral density; Stationary process; Time series regression model

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; REGRESSION ANALYSIS; THEOREM PROVING;

STATIONARY PROCESSES;

TIME SERIES ANALYSIS;

EID: 0035676994     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.807     Document Type: Article

References (20)

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