TSF

Authors Dr. Ranjit Kumar Paul, Sandipan Samanta, Dipankar Mitra

Last update 15 July 2017

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Description

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.

Cites work

Forecasting long memory series subject to structural change: A two-stage approach

This page was built for software: TSF