Abstract
In this chapter, forecasting, forecast confidence band estimation, and the forecast updating methodologies, provided for ARIMA models in the literature, are modified and presented for the ARFIMA models.
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References
Box GEP, Jenkins GM (1976) Time series analysis: forecasting and control. Holden-Day, San Fransisco
Beran J (1994) Statistics for long-memory processes. Chapman and Hall, New York
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Ercan, A., Kavvas, M.L., Abbasov, R.K. (2013). Forecasting, Confidence Band Estimation and Updating. In: Long-Range Dependence and Sea Level Forecasting. SpringerBriefs in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-01505-7_3
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DOI: https://doi.org/10.1007/978-3-319-01505-7_3
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-01505-7
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