Forecasting long memory time series when occasional breaks occur
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Publication:1934693
DOI10.1016/j.econlet.2007.05.001zbMath1255.62294WikidataQ126263511 ScholiaQ126263511MaRDI QIDQ1934693
Luisa Bisaglia, Margherita Gerolimetto
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.05.001
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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