Optimal forecasts in the presence of discrete structural breaks under long memory
Mwasi Paza Mboya, Philipp Sibbertsen
| Year of publication: |
2023
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|---|---|
| Authors: | Mboya, Mwasi Paza ; Sibbertsen, Philipp |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1889-1908
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| Subject: | ARFIMA model | forecasting | long memory | optimal weight | structural break | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | ARMA-Modell | ARMA model | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2988 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432798