Long memory and regime switching (Q5952029)
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scientific article; zbMATH DE number 1687598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and regime switching |
scientific article; zbMATH DE number 1687598 |
Statements
Long memory and regime switching (English)
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2001
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regime swtiching
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fractional integration
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mixture model
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stochastic permanent break
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STOPBREAK
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Markov-switching model
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structural change
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