A Note on Moving Average Forecasts of Long Memory Processes with an Application to Quality Control
Radhika Ramjee,
Nuno Crato,
Bonnie Ray
International Journal Of Forecasting,
vol. 18, 2002, p. 291-297.
Memory in Returns and Volatilities of Futures' Contracts
Nuno Crato,
Bonnie Ray
Journal of Futures Markets,
vol. 20, 2000, p. 525-543.