Results 161 to 170 of about 467 (180)

Testing for threshold effect in ARFIMA models: Application to US unemployment rate data

International Journal of Forecasting, 2009
Olivier Scaillet
exaly  

Identification and validation of stable ARFIMA processes with application to UMTS data

Chaos, Solitons and Fractals, 2017
Krzysztof Burnecki, Grzegorz Sikora
exaly  

MISSING VALUES IN ARFIMA MODELS

Statistics and Finance, 2000
openaire   +1 more source

An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs

Axioms, 2017
, Yangquan Chen
exaly  

A generalized ARFIMA process with Markov-switching fractional differencing parameter

Journal of Statistical Computation and Simulation, 2009
Wolfgang Karl Härdle, Wen-Jen Tsay
exaly  

Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models

Journal of the American Statistical Association, 2003
Ling Shiqing
exaly  

Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures

International Journal of Forecasting, 2012
Chaleampong Kongcharoen, Richard T Baillie, George Kapetanios   +2 more
exaly  

A hybrid ARFIMA and neural network model for electricity price prediction

International Journal of Electrical Power and Energy Systems, 2014
Najeh Chaabane
exaly  

The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process

Random Operators and Stochastic Equations, 2013
Ouagnina Hili
exaly  

Empirical study of ARFIMA model based on fractional differencing

Physica A: Statistical Mechanics and Its Applications, 2007
exaly