A new time-varying model for forecasting long-memory series
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10260-020-00517-7.pdf
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3. Beran J (2009) On parameter estimation for locally stationary long-memory processes. J Stat Plan Inference 139:900–915
4. Beran J, Terrin N (1996) Testing for a change of the long-memory parameter. Biometrika 83:627–638
5. Bernardo J (1979) Expected information as expected utility. Ann Stat 7(3):686–690
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