Geodesic
Extrapolation in fractional autoregressive models
Kybernetika, Tome 34 (1998) no. 3, pp. 309-316

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The naïve and the least-squares extrapolation are investigated in the fractional autoregressive models of the first order. Some explicit formulas are derived for the one and two steps ahead extrapolation.
The naïve and the least-squares extrapolation are investigated in the fractional autoregressive models of the first order. Some explicit formulas are derived for the one and two steps ahead extrapolation.
Classification : 60G22, 62M10, 62M20
Keywords: nonlinear autoregressive process; least-squares extrapolation 
Anděl, Jiří; Neuhaus, Georg. Extrapolation in fractional autoregressive models. Kybernetika, Tome 34 (1998) no. 3, pp. 309-316. http://geodesic.mathdoc.fr/item/KYB_1998_34_3_a3/
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     title = {Extrapolation in fractional autoregressive models},
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     year = {1998},
     volume = {34},
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     mrnumber = {1640974},
     zbl = {1274.62571},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1998_34_3_a3/}
}
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