Can Markov switching model generate long memory? (Q741329)
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scientific article; zbMATH DE number 6342929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can Markov switching model generate long memory? |
scientific article; zbMATH DE number 6342929 |
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Can Markov switching model generate long memory? (English)
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11 September 2014
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Markov switching model
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long memory
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changes in mean
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