J. Eduardo Vera-Valdés | DeepAI

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research

∙ 01/20/2018

Nonfractional Memory: Filtering, Antipersistence, and Forecasting

The fractional difference operator remains to be the most popular mechan...

0 J. Eduardo Vera-Valdés, et al. ∙

research

∙ 12/21/2017

On Long Memory Origins and Forecast Horizons

Most long memory forecasting studies assume that the memory is generated...

0 J. Eduardo Vera-Valdés, et al. ∙