Results 191 to 200 of about 5,691 (212)
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Efficient estimation method for generalized ARFIMA models

Communications in Statistics - Theory and Methods, 2022
S. S. Pandher   +3 more
openaire   +1 more source

Fractional Neuro-Sequential ARFIMA-LSTM for Financial Market Forecasting

IEEE Access, 2020
Muhammad Asif Zahoor Raja   +2 more
exaly  

A hybrid ARFIMA and neural network model for electricity price prediction

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

MISSING VALUES IN ARFIMA MODELS

Statistics and Finance, 2000
openaire   +1 more source

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

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

Another look at the forecast performance of ARFIMA models

International Review of Financial Analysis, 2004
Craig Ellis
exaly  

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

Neurocomputing, 2016
Hossein Javedani Sadaei   +2 more
exaly  

A generalized ARFIMA process with Markov-switching fractional differencing parameter

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

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