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Long-Memory Processes pp 733–752Cite as

Forecasting

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Abstract

Here we briefly recall some basic results from forecasting. For details, see standard time series books such as Priestley (Spectral analysis and time series, 1981) and Brockwell and Davis (Time series: theory and methods, 1991).

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Author information

Authors and Affiliations

  1. Dept. of Mathematics and Statistics, University of Konstanz, Konstanz, Germany

    Jan Beran

  2. Faculty of Business Administration and Economics, University of Paderborn, Paderborn, Germany

    Yuanhua Feng

  3. Swiss Federal Research Institute WSL, Birmensdorf, Switzerland

    Sucharita Ghosh

  4. Dept. of Mathematics and Statistics, University of Ottawa, Ottawa, Ontario, Canada

    Rafal Kulik

Authors
  1. Jan Beran
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  2. Yuanhua Feng
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  3. Sucharita Ghosh
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  4. Rafal Kulik
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Beran, J., Feng, Y., Ghosh, S., Kulik, R. (2013). Forecasting. In: Long-Memory Processes. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35512-7_8

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