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.