Modified information criteria and selection of long memory time series models
type: Item
instance of: scholarly article
title: Modified information criteria and selection of long memory time series models
zbMATH Open document ID: 1506.62018
author: Richard T. Baillie
author: George Kapetanios
author: Fotis Papailias
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6983968
zbMATH Keywords: long memory
zbMATH Keywords: ARFIMA models
zbMATH Keywords: modified information criteria
MaRDI profile type: Publication
full work available at URL: j.csda.2013.04.012
OpenAlex ID: W2041118471
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DOI: 10.1016/J.CSDA.2013.04.012
description: scientific article; zbMATH DE number 6983968