Forecasting long memory processes subject to structural breaks

Shin-Huei Wang, Luc Bauwens and Cheng Hsiao

Year of publication:	2012
Authors:	Wang, Shin-huei ; Bauwens, Luc ; Hsiao, Cheng
Publisher:	Louvain-la-Neuve : CORE
Subject:	Strukturbruch \| Structural break \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| ARMA-Modell \| ARMA model \| Stochastischer Prozess \| Stochastic process

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