Forecasting long memory time series under a break in persistence

Florian Heinen, Philipp Sibbertsen and Robinson Kruse

Year of publication:	2009
Authors:	Heinen, Florian ; Sibbertsen, Philipp ; Kruse, Robinson
Publisher:	Århus : School of Economics and Management
Subject:	Zeitreihenanalyse \| Time series analysis \| Strukturbruch \| Structural break \| Simulation \| Prognoseverfahren \| Forecasting model

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