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Can Markov switching model generate long memory?

Title
Can Markov switching model generate long memory?
Type
Technical Report
Year
2014
Authors
Changryong Baek
(Author)
Other
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Natércia Fortuna
(Author)
FEP
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Vladas Pipiras
(Author)
Other
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Scientific classification
FOS: Natural sciences > Mathematics
Other information
Resumo (PT): http://www.sciencedirect.com/science/article/pii/S016517651400158X
Language: English
Type (Professor's evaluation): Scientific
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