Aggregation effect and forecasting temporal aggregates of long memory processes

International Journal of Forecasting

Volumn 22, Issue 2, 2006, Pages 267-281

  Man, K S ^a   Tiao, G C ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Forecasting; Long memory ARFIMA process; Temporal aggregates; Time series

Indexed keywords

EID: 33645740173     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2005.05.007     Document Type: Article

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