Geodesic
Extrapolation in fractional autoregressive models
Kybernetika, Tome 34 (1998) no. 3, p. [309].

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
@article{KYB_1998__34_3_a3,
     author = {And\v{e}l, Ji\v{r}{\'\i} and Neuhaus, Georg},
     title = {Extrapolation in fractional autoregressive models},
     journal = {Kybernetika},
     pages = {[309]},
     publisher = {mathdoc},
     volume = {34},
     number = {3},
     year = {1998},
     mrnumber = {1640974},
     zbl = {1274.62571},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1998__34_3_a3/}
}
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Anděl, Jiří; Neuhaus, Georg. Extrapolation in fractional autoregressive models. Kybernetika, Tome 34 (1998) no. 3, p. [309]. http://geodesic.mathdoc.fr/item/KYB_1998__34_3_a3/