A consistent two-stage GPH-filtered Hannan-Rissanen generalized information criterion for selecting finite AR and MA orders in ARFIMA models with growing candidate sets.
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A GPH-Filtered Hannan--Rissanen Information Criterion for ARFIMA Order Selection
A consistent two-stage GPH-filtered Hannan-Rissanen generalized information criterion for selecting finite AR and MA orders in ARFIMA models with growing candidate sets.