Results 31 to 40 of about 2,617 (208)
Penerapan Model Arfima-Garch Menggunakan Variasi Estimasi Parameter Pembeda D Pada Data Long Memory [PDF]
, 2023 Emas menjadi salah satu aset keuangan bagi negara dan menjadi komponen cadangan moneter global untuk perdagangan dan perlindungan ketika menghadapi krisis keuangan secara tiba-tiba.
Nurwan, Nurwan +2 more
core +1 more source
Kubik, 2015 Model ARFIMA (Autoregressive Fractionally Integrated Moving Average) merupakan pengembangan dari model ARIMA yang pertama kali dikenalkan oleh Granger dan Joyeux (1980). Sedangkan Hosking (1981) memperkenalkan sifat jangka panjang (long memory) pada data
Rini Cahyandari, Rima Erviana
doaj +1 more source
Análisis de contagios SARS COV-2 por medio de herramientas de series de tiempo
Dictamen LibreEl presente artículo propone analizar y desarrollar herramientas de series de tiempo con las cuales se pueda estimar la curva de contagios de SARS-COV2 en países de Latinoamérica.
David Santiago Álzate Vélez +3 more
doaj +1 more source
Journal of Hydrology and Hydromechanics, 2014 Short term streamflow forecasting is important for operational control and risk management in hydrology. Despite a wide range of models available, the impact of long range dependence is often neglected when considering short term forecasting.
Szolgayová Elena +3 more
doaj +1 more source
Oil export modeling using ARFIMA model with Bayesian estimation approach [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i ĪrānIt is of particular importance to examine statistical models for fitting time series data and provide a suitable model and predict important elements in macroeconomic and financial planning.
masoud fazlalipoour, parviz nasiri
doaj +1 more source
InPrime, 2019 Wind speed is one of the most important weather factors in the landing and takeoff process of airplane because it can affect the airplane's lift. Therefore, we need a model to predict the wind speed in an area.
Devi Ila Octaviyani +2 more
doaj +1 more source
Evaluation of Dual Long Memory Properties with Emphasizing the Skewed and Fat-Tail Distribution: Evidence from Tehran Stock Exchange [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2014 This paper investigates the presence of long memory in the Tehran stock market, using the ARFIMA, GPH, GSP and FIGARCH models. The data set consists of daily returns, and long memory tests are carried out both for the returns and volatilities of TEPIX ...
Mohammad Javad Mohagheghnia +3 more
doaj
On the invertibility in periodic ARFIMA models
, 2020 The present paper, characterizes the invertibility and causality conditions of a periodic ARFIMA (PARFIMA) models. We first, discuss the conditions in the multivariate case, by considering the corresponding p-variate stationary ARFIMA models. Second, we construct the conditions using the univariate case and we deduce a new infinite autoregressive ...
Amimour, Amine, Belaide, Karima
openaire +2 more sources
Comparing the bias and misspecification in ARFIMA models [PDF]
Journal of Time Series Analysis, 1997 We investigate the bias in both the short‐term and long‐term parameters for a range of autoregressive fractional integrated moving‐average (ARFIMA) models using both semi‐parametric and maximum likelihood (ML) estimation methods. The results suggest that, provided the correct model is estimated, the ML method outperforms the semi‐parametric methods in ...
Smith, Jeremy +2 more
openaire +2 more sources
Jurnal LebesgueIndonesia, a nation in Southeast Asia, has a wealth of natural resources that could serve as the basis for future economic growth. Increased exports of natural resources are crucial for market expansion, job creation, foreign exchange gains, and economic
Putri Hazizah Rahwani +2 more
doaj +1 more source