Model selection and forecasting for long-range dependent processes

Crato, Nuno, Ray, Bonnie K. . Journal of Forecasting 1996. 15 (2) :107-125

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Bibtex

@article{CIS-134095,
  Author = {Crato, Nuno and Ray, Bonnie K.},
  Title = {Model selection and forecasting for long-range dependent processes},
  Journal = {Journal of Forecasting},
  Volume = {15},
  Number = {2},
  Year = {1996},
  Pages = {107--125},
  Keywords = {Time series, ARFIMA}
}

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