The autocorrelation function behavior of regime switching models: an empirical approach (Q392531)
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scientific article; zbMATH DE number 6245004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The autocorrelation function behavior of regime switching models: an empirical approach |
scientific article; zbMATH DE number 6245004 |
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The autocorrelation function behavior of regime switching models: an empirical approach (English)
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14 January 2014
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ACF
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long memory
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regime switching
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