Forecasting highly persistent time series with bounded spectrum processes
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Publication:6099124
DOI10.1007/s00362-022-01321-zOpenAlexW4280594754MaRDI QIDQ6099124
Publication date: 19 June 2023
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-022-01321-z
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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