Memory and infrequent breaks
type: Item
instance of: scholarly article
title: Memory and infrequent breaks
zbMATH Open document ID: 0968.91036
DOI: 10.1016/S0165-1765(00)00346-3
published in: Economics Letters
publication date: 2000-12-12T00:00:00Z
Mathematics Subject Classification ID: 91E40
zbMATH DE Number: 1542361
zbMATH Keywords: long memory
zbMATH Keywords: switching regime
zbMATH Keywords: heavy tail
Wikidata QID: Q56602076
author: Christian Gouriéroux
author: J. Jasiak
MaRDI profile type: Publication
cites work: A class of micropulses and antipersistent fractional Brownian motion
cites work: A simple nonlinear time series model with misleading linear properties
cites work: Heavy tails and long range dependence in on/off processes and associated fluid models
cites work: Q3736663
description: scientific article; zbMATH DE number 1542361