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Long memory and regime switching - MaRDI portal

Long memory and regime switching (Q5952029)

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scientific article; zbMATH DE number 1687598
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English
Long memory and regime switching
scientific article; zbMATH DE number 1687598

    Statements

    title
    Long memory and regime switching (English)
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    author
    Francis X. Diebold
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    Atsushi Inoue
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    publication date
    2001
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    zbMATH DE Number
    1687598
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    zbMATH Keywords
    regime swtiching
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    fractional integration
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    mixture model
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    stochastic permanent break
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    STOPBREAK
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    Markov-switching model
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    structural change
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    cites work
    Q3825928
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    Q4865042
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    Q4343010
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    Q4840212
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    Q4301585
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    OpenAlex ID
    W3124955081
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