Pages that link to "Item:Q1934693"
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The following pages link to Forecasting long memory time series when occasional breaks occur (Q1934693):
Displaying 6 items.
- On the predictability of long-range dependent series (Q966347) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision (Q2807682) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)
