Can Markov switching model generate long memory? (Q741329)

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Can Markov switching model generate long memory?
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    Statements

    title
    Can Markov switching model generate long memory? (English)
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    author
    Changryong Baek
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    Natércia Fortuna
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    Vladas Pipiras
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    publication date
    11 September 2014
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    zbMATH Keywords
    Markov switching model
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    long memory
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    changes in mean
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    Identifiers

    zbMATH DE Number
    6342929
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