Forecasting time series with long memory and level shifts
Namwon Hyung and Philip Hans Franses
| Year of publication: |
2004
|
|---|---|
| Authors: | Hyung, Namwon ; Franses, Philip Hans |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 24.2005, 1, p. 1-16
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Schätzung | Estimation |
| 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://www.econbiz.de/10002569962