(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819): Difference between revisions

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+MaRDI publication profile
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+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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+Econometric Model Determination
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+Selection of estimation window in the presence of breaks
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+Adaptive forecasting in the presence of recent and ongoing structural change
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+Q4716820
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+The Fitting of Time-Series Models
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+Prediction of multivariate time series by autoregressive model fitting
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+IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
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+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
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+Linear prediction by autoregressive model fitting in the time domain
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+Consistent autoregressive spectral estimates
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+Fitting autoregressive models for prediction
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+Forecasting a long memory process subject to structural breaks
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+Editorial: Dynamic econometric modeling and forecasting in the presence of instability
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