Results 191 to 200 of about 2,441 (205)

MISSING VALUES IN ARFIMA MODELS

Statistics and Finance, 2000
openaire   +1 more source

Monitoring long‐memory air quality data using ARFIMA model

Environmetrics, 2008
Jeh-Nan Pan
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  

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

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  

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  

Robust estimation of ARFIMA processes

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

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

Wuli Xuebao/Acta Physica Sinica, 2011
Juan Liu, Gao Jie
exaly