On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032): Difference between revisions

@@ Property / author @@
+Vasco J. Gabriel
@@ Property / author: Vasco J. Gabriel / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Q4886383
@@ Property / cites work: Q4886383 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Memory and infrequent breaks
@@ Property / cites work: Memory and infrequent breaks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3327591
@@ Property / cites work: Q3327591 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple nonlinear time series model with misleading linear properties
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of Markov switching models
@@ Property / cites work: Moments of Markov switching models / rank @@
+Normal rank