A new time-varying model for forecasting long-memory series

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Publication:2664998

DOI10.1007/s10260-020-00517-7zbMath1481.62055arXiv1812.07295OpenAlexW3009377727MaRDI QIDQ2664998

Matteo Grigoletto, Luisa Bisaglia

Publication date: 18 November 2021

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.07295




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