Forecasting long memory time series when occasional breaks occur
Luisa Bisaglia; Margherita Gerolimetto
| Year of publication: |
2008
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|---|---|
| Authors: | Bisaglia, Luisa ; Gerolimetto, Margherita |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 98.2008, 3, p. 253-258
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| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003719142