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ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process
Man, K.S., (2009)
Aggregation effect and forecasting temporal aggregates of long memory processes
Man, K.S., (2006)
OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED
Findley, David F., (2007)