On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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