Charfeddine, Lanouar; Guégan, Dominique - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 22, pp. 5712-5726
Are structural break models true switching models or long memory processes? The answer to this question remains ambiguous. In recent years, many papers have dealt with this problem. Some studies have shown that, under specific conditions, switching models and long memory processes can easily be...