Forecasting long memory series subject to structural change : a two-stage approach
Year of publication: |
October-December 2015
|
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Authors: | Papailias, Fotis ; Dias, Gustavo Fruet |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 4, p. 1056-1066
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Subject: | Time series forecasting | Spurious long memory | Fractional integration | Local Whittle | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
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