Can we distinguish regime switching from long memory? : a simulation evidence
Yanlin Shi
| Year of publication: |
2015
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|---|---|
| Authors: | Shi, Yanlin |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 4/6, p. 318-323
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| Subject: | long memory | regime switching | ARFIMA | Markov regime-switching | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Simulation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010506750