Results 171 to 180 of about 467 (180)

Monitoring long‐memory air quality data using ARFIMA model

Environmetrics, 2008
Jeh-Nan Pan
exaly  

Combining ARFIMA models and fuzzy time series for the forecast of long memory time series

Neurocomputing, 2016
F G Guimarães, Rasul Enayatifar, Hossein Javedani Sadaei   +2 more
exaly  

Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods

Journal of Forecasting, 1996
exaly  

Robust estimation of ARFIMA processes

2002
AGOSTINELLI, Claudio, LUISA BISAGLIA
openaire   +1 more source

Comparing the Bias and Misspecification in ARFIMA Models

1995
Smith, Jeremy, Taylor, Nick, Yadav, Sanjay, Smith, Jeremy, Taylor, Nick, Yadav, Sanjay   +5 more
openaire   +1 more source

Long-memory ARFIMA model for DNA sequences of influenza A virus

Wuli Xuebao/Acta Physica Sinica, 2011
exaly  

Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models

Journal of Statistical Planning and Inference, 2013
exaly  

Weighted likelihood for ARFIMA processes

2002
C. AGOSTINELLI, BISAGLIA, LUISA
openaire   +1 more source

Study of liquidity commonality in China's stock market, using an ARFIMA-IGARCH-COPULA model

Journal of Interdisciplinary Mathematics, 2018
exaly  

Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework

Applied Energy
Hamidreza Amindavar, Ali Nikseresht
exaly