Tracking progress towards Sustainable Development Goal 3.2 in Kenya using time series models. [PDF]
Dlamini WJ, Melesse SF, Mwambi HG.
europepmc +1 more source
Forecasting tuberculosis epidemics using an autoregressive fractionally integrated moving average model: a 17-year time series analysis. [PDF]
Wang Y +9 more
europepmc +1 more source
Forecasting Under-5 Mortality Rate in Somalia to 2030: a comparative analysis of univariate and multivariate ARIMAX models. [PDF]
Seiman SMK +6 more
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Fractional and fractal processes applied to cryptocurrencies price series. [PDF]
David SA +3 more
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Transformation-based median estimation under skewed-symmetric distributions with long-memory data applications. [PDF]
Daraz U, Aljohani HM, Alshanbari HM.
europepmc +1 more source
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. [PDF]
Lahmiri S, Bekiros S.
europepmc +1 more source
Time trends and persistence of the return difference between growth and value investment strategies. [PDF]
Monge M, Hurtado R, Infante J.
europepmc +1 more source
Multiple-Resampling Cross-Spectral Analysis: An Unbiased Tool for Estimating Fractal Connectivity With an Application to Neurophysiological Signals. [PDF]
Racz FS +5 more
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Long Memory in the Turkish Stock Market Return and Volatility [PDF]
This paper examines the dual long memory property of the Turkish stock market. The data set consists of daily returns, and long memory tests are carried out both for the returns and volatility.
Erdost Torun, Adnan Kasman
core
Generalised linear regression GARMA model adopted in Denmark's tourism industry. [PDF]
Yan H, Yan X, Sun L.
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