The Approximation of Long-memory Processes by an ARMA Model

GK Basak, NH Chan, W Palma

Research output: Contribution to journal › Article (Academic Journal) › peer-review

11 Citations (Scopus)

Translated title of the contribution	The Approximation of Long-memory Processes by an ARMA Model
Original language	English
Pages (from-to)	367 - 389
Journal	Journal of Forecasting
Volume	20
Publication status	Published - 2001

Publisher: John Wiley & Sons, Ltd

Access to Document

@article{e90472f9afd04b87a8f95cc542b91fd3,

title = "The Approximation of Long-memory Processes by an ARMA Model",

author = "GK Basak and NH Chan and W Palma",

note = "Publisher: John Wiley & Sons, Ltd",

year = "2001",

language = "English",

volume = "20",

pages = "367 -- 389",

journal = "Journal of Forecasting",

issn = "1099-131X",

publisher = "John Wiley & Sons, Ltd.",

}