ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process
| Year of publication: |
2009
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|---|---|
| Authors: | Man, K.S. ; Tiao, G.C. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 2, p. 89-102
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