Predicting the distribution function for long-memory processes

International Journal of Forecasting

Volumn 18, Issue 2, 2002, Pages 283-290

  Ghosh, Sucharita ^a   Draghicescu, Dana ^a  

^a SWISS FEDERAL RESEARCH INSTITUTE WSL   (Switzerland)

Author keywords

Kernel smoothing; Logistic transformation; Long range dependence; Nonparametric methods; Prediction; Probability; Time series

Indexed keywords

EID: 0036205785     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00158-3     Document Type: Article

References (16)

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