Spurious relationships in high-dimensional systems with strong or mild persistence (2021)
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.ijforecast.2020.11.005
Publication URI: http://dx.doi.org/10.1016/j.ijforecast.2020.11.005
Type: Journal Article/Review
Parent Publication: International Journal of Forecasting
Issue: 4