Modified information criteria and selection of long memory time series models

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Original language	English
Pages (from-to)	116-131
Journal	COMPUTATIONAL STATISTICS AND DATA ANALYSIS
Volume	76
DOIs	https://doi.org/10.1016/j.csda.2013.04.012
Publication status	Published - 1 Aug 2014

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title = "Modified information criteria and selection of long memory time series models",

author = "Baillie, {Richard T.} and George Kapetanios and Fotis Papailias",

year = "2014",

month = aug,

day = "1",

doi = "10.1016/j.csda.2013.04.012",

language = "English",

volume = "76",

pages = "116--131",

journal = "COMPUTATIONAL STATISTICS AND DATA ANALYSIS",

issn = "0167-9473",

publisher = "Elsevier",

}

TY - JOUR

T1 - Modified information criteria and selection of long memory time series models

AU - Baillie, Richard T.

AU - Kapetanios, George

AU - Papailias, Fotis

PY - 2014/8/1

Y1 - 2014/8/1

U2 - 10.1016/j.csda.2013.04.012

DO - 10.1016/j.csda.2013.04.012

M3 - Article

SN - 0167-9473

VL - 76

SP - 116

EP - 131

JO - COMPUTATIONAL STATISTICS AND DATA ANALYSIS

JF - COMPUTATIONAL STATISTICS AND DATA ANALYSIS

ER -