Modeling long-memory processes for optimal long-range prediction

Ray, Bonnie K. . Journal of Time Series Analysis 1993. 14 (5) :511-525

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Bibtex

@article{CIS-114279,
  Author = {Ray, Bonnie K.},
  Title = {Modeling long-memory processes for optimal long-range prediction},
  Journal = {Journal of Time Series Analysis},
  Volume = {14},
  Number = {5},
  Year = {1993},
  Pages = {511--525},
  Keywords = {Autoregressive model}
}

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