Optimal forecasts in the presence of discrete structural breaks under long memory
Year of publication: |
2022
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Authors: | Mboya, Mwasi Paza ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | long memory | forecasting | structural break | optimal weight | ARFIMA model |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1841223603 [GVK] hdl:10419/283156 [Handle] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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