Forecasting a long memory process subject to structural breaks
Cindy Shin-Huei Wang; Luc Bauwens; Cheng Hsiao
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Cindy Shin Huei ; Bauwens, Luc ; Hsiao, Cheng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 171-184
|
| Subject: | Forecasting | Long memory process | Structural break | HAR model | Strukturbruch | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| 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/10010254878