Can Markov switching model generate long memory? (Q741329)
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scientific article; zbMATH DE number 6342929
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| English | Can Markov switching model generate long memory? |
scientific article; zbMATH DE number 6342929 |
Statements
Can Markov switching model generate long memory? (English)
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11 September 2014
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Markov switching model
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long memory
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changes in mean
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0.8626540303230286
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0.8301128149032593
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0.8052852153778076
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0.7812318801879883
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0.7679656147956848
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