Estimation of structural mean breaks for long-memory data sets (Q4600788)
From MaRDI portal
scientific article; zbMATH DE number 6825523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of structural mean breaks for long-memory data sets |
scientific article; zbMATH DE number 6825523 |
Statements
Estimation of structural mean breaks for long-memory data sets (English)
0 references
12 January 2018
0 references
long-memory data
0 references
structural mean breaks
0 references
heterogeneous autoregressive model
0 references
realized volatility data
0 references
