Modeling and forecasting from trend-stationary long memory models with applications to climatology
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 18 (2002)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/ijforecast
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- Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer, 2013. "Not all estimators are born equal: The empirical properties of some estimators of long memory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 29-42.
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