Modeling and forecasting from trend-stationary long memory models with applications to climatology

By Richard T. Baillie, S. Chung. 2002

102 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9f2f311bf748b9980835ac82004226278e3fcb01

Citations in the corpus

• 25 Years of IIF Time Series Forecasting: A Selective Review (2005, unknown): “Baillie & Chung (2002) discussed the use of linear trend-stationary ARFIMA models, while the paper by Beran et al. (2002) extended this model to allow for nonlinear trends.”
• 25 years of time series forecasting (2006, unknown): “Baillie & Chung (2002) discussed the use of linear trend-stationary ARFIMA models, while the paper by Beran et al. (2002) extended this model to allow for nonlinear trends.”
• 1 Trend Filtering (2009, unknown): “, [1, 8, 9]), financial time series analysis (e.”