Forecasting a long memory process subject to structural breaks (Q2453079)
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scientific article; zbMATH DE number 6301463
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting a long memory process subject to structural breaks |
scientific article; zbMATH DE number 6301463 |
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Forecasting a long memory process subject to structural breaks (English)
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6 June 2014
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forecasting
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long memory process
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structural break
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HAR model
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0.8165981769561768
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0.8126877546310425
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0.8091835379600525
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0.8020105361938477
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