On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032): Difference between revisions
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Property / author: Vasco J. Gabriel / rank | |||
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Property / author: Vasco J. Gabriel / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00139.x / rank | |||
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Property / OpenAlex ID: W3123662560 / rank | |||
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Latest revision as of 10:44, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | On the forecasting ability of ARFIMA models when infrequent breaks occur |
scientific article |
Statements
On the forecasting ability of ARFIMA models when infrequent breaks occur (English)
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4 July 2005
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long memory
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regime switching
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