Long memory versus structural breaks: an overview

DOI10.1007/BF02760564zbMath1055.62098MaRDI QIDQ1762969

Philipp Sibbertsen

Publication date: 11 February 2005

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

time seriesARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (18)

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Uses Software

• TSM
• longmemo

Cites Work

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