Katayama Naoya

Naoya Katayama

Information about the author Naoya Katayama will soon be added to the site.
Found 1 papers in total
Asymptotic prediction of mean squared error for long-memory processes with estimated parameters
Asymptotic prediction of mean squared error for long-memory processes with estimated parameters
2008
In this paper we deal with the prediction theory of long-memory time series. The...
Papers per page: