LIBROS DEL AUTOR: georg m goerg

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  • Time Series Analysis of Long Memory versus Structural Breaks
    Georg M. Goerg
    Several real world processes exhibit a very slowly decaying dependence over time, e.g. river flow data, tree ring width data, or stock volatility. In the time series literature this phenomenon is known as long memory or long range dependence. An alternative view are structural breaks occurring over time that make the proces...
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