Pages that link to "Item:Q2453079"
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The following pages link to Forecasting a long memory process subject to structural breaks (Q2453079):
Displaying 16 items.
- Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- A New Variant of ARFIMA Process and Its Predictive Ability (Q3062865) (← links)
- Forecasting Time Series Subject to Multiple Structural Breaks (Q3421396) (← links)
- (Q4206268) (← links)
- (Q4356541) (← links)
- Estimation of structural mean breaks for long-memory data sets (Q4600788) (← links)
- Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics (Q5864510) (← links)
