"Modified information criteria and selection of long memory time series models."

Richard T. Baillie, George Kapetanios, Fotis Papailias (2014)

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DOI: 10.1016/J.CSDA.2013.04.012

access: closed

type: Journal Article

metadata version: 2022-10-02

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Richard T. Baillie, George Kapetanios, Fotis Papailias:
Modified information criteria and selection of long memory time series models. Comput. Stat. Data Anal. 76: 116-131 (2014)

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