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A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter

https://doi.org/10.2139/ssrn.2894365
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References needing attention

does not resolve to a known work10.1017/s0021900200023895
The 30 checked references that resolve
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The detection and estimation of long memory in stochastic volatility
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
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Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process
resolves10.1016/s0304-4076(01)00073-2
Long memory and regime switching
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Do Real Exchange Rates Have Autoregressive Unit Roots? A test under the Alternative of Long Memory and Breaks
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Long memory relationships and the aggregation of dynamic models
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ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM
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Change-Point Detection in Long-Memory Processes
resolves10.1016/0378-3758(94)00049-2
Limit theorems for the union-intersection test
resolves10.1093/biomet/68.1.165
Fractional differencing
resolves10.1061/TACEAT.0006518
Long-Term Storage Capacity of Reservoirs
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Hidden Markov Models for Speech Recognition
resolves10.2307/3214476
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resolves10.1137/1010093
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resolves10.1029/wr005i002p00321
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resolves10.1111/1467-9892.00286
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resolves10.1111/1467-9868.00219
Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
resolves10.1214/009053605000000309
Exact local Whittle estimation of fractional integration
resolves10.1016/s0165-1765(99)00272-4
Long memory story of the real interest rate
resolves10.1016/s0304-4076(02)00090-8
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resolves10.1109/tit.1967.1054010
Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
The 1 reference without a DOI — listed, not checked
no DOI — not checkedLong-Range Dependence in the Conditional Variance of Stock Returns
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