Memory and infrequent breaks

DOI10.1016/S0165-1765(00)00346-3zbMath0968.91036WikidataQ56602076 ScholiaQ56602076MaRDI QIDQ1589599

Joanna Jasiak, Christian Gouriéroux

Publication date: 12 December 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

long memoryheavy tailswitching regime

Mathematics Subject Classification ID

Memory and learning in psychology (91E40)

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Cites Work

• Unnamed Item
• A simple nonlinear time series model with misleading linear properties
• A class of micropulses and antipersistent fractional Brownian motion
• Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models

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