Computation of the forecast coefficients for multistep prediction of long-range dependent time series

International Journal of Forecasting

Volumn 18, Issue 2, 2002, Pages 181-206

  Bhansali, R J ^a   Kokoszka, P S ^a  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

Long memory; Prediction

Indexed keywords

EID: 0036211645     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00152-2     Document Type: Article

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