Richard T. Baillie, George Kapetanios, Fotis Papailias. Modified information criteria and selection of long memory time series models. Computational Statistics & Data Analysis, 76:116-131, 2014. [doi]
@article{BaillieKP14,
title = {Modified information criteria and selection of long memory time series models},
author = {Richard T. Baillie and George Kapetanios and Fotis Papailias},
year = {2014},
doi = {10.1016/j.csda.2013.04.012},
url = {http://dx.doi.org/10.1016/j.csda.2013.04.012},
researchr = {https://researchr.org/publication/BaillieKP14},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {76},
pages = {116-131},
}