Multi-step forecast error variances for periodically integrated time series

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@article{246763f81c4d4d1494c45286e4c1181a,

title = "Multi-step forecast error variances for periodically integrated time series",

author = "Franses, {Philip Hans}",

year = "1996",

language = "Undefined/Unknown",

volume = "15",

pages = "83--95",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley & Sons Ltd.",

}