Results 201 to 210 of about 5,691 (212)

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
exaly  

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

Applied Energy
Ali Nikseresht, Hamidreza Amindavar
exaly  

Mixed-correlated ARFIMA processes for power-law cross-correlations

Physica A: Statistical Mechanics and Its Applications, 2013
Ladislav Kristoufek
exaly  

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

International Journal of Forecasting, 2009
exaly  

Monitoring long‐memory air quality data using ARFIMA model

Environmetrics, 2008
Jeh-Nan Pan
exaly  

Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model

Journal of Banking and Finance, 2015
Yanlin Shi, Kin-Yip Ho
exaly  

Empirical study of ARFIMA model based on fractional differencing

Physica A: Statistical Mechanics and Its Applications, 2007
exaly  

Weighted likelihood for ARFIMA processes

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

Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods

Journal of Forecasting, 1996
exaly