Estimation of structural mean breaks for long-memory data sets (Q4600788)
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scientific article; zbMATH DE number 6825523
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Estimation of structural mean breaks for long-memory data sets |
scientific article; zbMATH DE number 6825523 |
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Estimation of structural mean breaks for long-memory data sets (English)
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12 January 2018
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long-memory data
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structural mean breaks
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heterogeneous autoregressive model
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realized volatility data
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0.90027124
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0.89895856
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0.8928278
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0.88960576
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0.88935196
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0.88342685
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0.8781313
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