Pages that link to "Item:Q3023032"
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The following pages link to On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032):
Displaying 6 items.
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
