The Approximation of Long-memory Processes by an ARMA Model

GK Basak, NH Chan, W Palma

Research output: Contribution to journalArticle (Academic Journal)

10 Citations (Scopus)
Translated title of the contributionThe Approximation of Long-memory Processes by an ARMA Model
Original languageEnglish
Pages (from-to)367 - 389
JournalJournal of Forecasting
Volume20
Publication statusPublished - 2001

Bibliographical note

Publisher: John Wiley & Sons, Ltd

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