Markov regime switching in mean and in fractional integration parameter (Q4607353)
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scientific article; zbMATH DE number 6849561
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| English | Markov regime switching in mean and in fractional integration parameter |
scientific article; zbMATH DE number 6849561 |
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Markov regime switching in mean and in fractional integration parameter (English)
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13 March 2018
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fractional integration
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long memory time series
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Markov regime switching
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0.87348413
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0.86703587
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0.86275077
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0.8593721
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0.85748035
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0.85667396
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0.8565223
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0.85526824
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0.8549967
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