A class of nearly long-memory time series models

International Journal of Forecasting

Volumn 18, Issue 2, 2002, Pages 265-281

  Breidt, F Jay ^a   Hsu, Nan Jung ^b  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Hurst phenomenon; Regime switching

Indexed keywords

EID: 0036212081     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00157-1     Document Type: Article

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