On the forecasting ability of ARFIMA models when infrequent breaks occur
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Publication:3023032
DOI10.1111/j.1368-423X.2004.00139.xzbMath1114.91349OpenAlexW3123662560MaRDI QIDQ3023032
Luis F. Martins, Vasco J. Gabriel
Publication date: 4 July 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00139.x
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