Forecasting long memory time series when occasional breaks occur (Q1934693): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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+Mean square prediction error for long-memory processes
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+Long memory and regime switching
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+How can we Define the Concept of Long Memory? An Econometric Survey
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
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