A multivariate long-memory model with structural breaks (Q3638531)
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scientific article; zbMATH DE number 5621912
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multivariate long-memory model with structural breaks |
scientific article; zbMATH DE number 5621912 |
Statements
A multivariate long-memory model with structural breaks (English)
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27 October 2009
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multivariate models
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fractional integration
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structural breaks
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0.8078287839889526
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0.7990089058876038
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0.7899282574653625
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0.7824295163154602
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0.7773511409759521
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