Approximations and forecasting quasi-stationary processes with sudden runs
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References listed on IDEAS
- Dougherty, Christopher, 2016. "Introduction to Econometrics," OUP Catalogue, Oxford University Press, edition 5, number 9780199676828.
- Pipiras,Vladas & Taqqu,Murad S., 2017. "Long-Range Dependence and Self-Similarity," Cambridge Books, Cambridge University Press, number 9781107039469, October.
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More about this item
Keywords
heteroskedasticity; discrete time series; autoregression; moving average; fractal integrated moving average;All these keywords.
JEL classification:
- F59 - International Economics - - International Relations, National Security, and International Political Economy - - - Other
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