most citedMoment bounds and mean squared prediction errors of long-memory time series

5 citations · 5 across the 1 of their papers we have counts for

collaborators

1 paper

math.ST2013★ 5 cited

Moment bounds and mean squared prediction errors of long-memory time series

Ngai Hang Chan, Shih-Feng Huang, Ching-Kang Ing

A moment bound for the normalized conditional-sum-of-squares (CSS) estimate of a general autoregressive fractionally integrated moving average (ARFIMA) model with an arbitrary unkn…