Results 221 to 228 of about 7,220 (228)

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

Applied Energy
A. Nikseresht, H. Amindavar
semanticscholar   +1 more source

Estimação de parametros em modelos ARFIMA

2021
openaire   +1 more source

Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions

Technological forecasting & social change
Foued Saâdaoui, Hana Rabbouch
semanticscholar   +1 more source

Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models

Review of Quantitative Finance and Accounting
Chuxuan Xiao, Winifred Huang, David P. Newton   +2 more
semanticscholar   +1 more source

MISSING VALUES IN ARFIMA MODELS

Statistics and Finance, 2000
openaire   +1 more source

Robust estimation of ARFIMA processes

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

Weighted likelihood for ARFIMA processes

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

Stima mediante Inferenza Indiretta per Modelli ARFIMA

2002
openaire   +1 more source