Results 101 to 110 of about 13,793,172 (210)
A guide to Whittle maximum likelihood estimator in MATLAB. [PDF]
Front Netw Physiol, 2023 Roume C.
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Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model [PDF]
The aim of this paper is to study the dynamic evolution of inflation rate. The model is constructed by extending the ARFIMA-GARCH to ARFIMA with a time varying GARCH model where the transition from one regime to another is evolving smoothly over time. We
Mustapha Belkhouja +2 more
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PENGGUNAAN MODEL ARFIMA UNTUK PERAMALAN GEMPA TEKTONIK DI WILAYAH SUMATERA
, 2015 Penelitian ini bertujuan mendapatkan model ARFIMA (Autoregressive Fractionally Integrated Moving Average) terbaik dan mendapatkan hasil ramalan untuk banyaknya gempa tektonik yang terjadi setiap bulan dan rata-rata magnitudo dari banyaknya gempa tektonik
Sigit , Nugroho +2 more
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SaPt-CNN-LSTM-AR-EA: a hybrid ensemble learning framework for time series-based multivariate DNA sequence prediction. [PDF]
PeerJ, 2023 Yan W +5 more
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Normalizing Logarithms Of Realized Volatility In An Arfima Model
, 2016 Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process.
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Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study
SSRN Electronic Journal, 1998 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Identification in ARFIMA models [PDF]
, 2016 RESUMEN: Desde la introducción de los modelos fraccionalmente integrados ARFIMA para series de tiempo con memoria larga, ha surgido un gran interés en el estudio de sus propiedades y áreas de aplicación.
Castaño Vélez, Elkin Argemiro
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South African inflation modelling using bootstrapped long short-term memory methods. [PDF]
SN Bus Econ, 2023 Kubheka S.
europepmc +1 more source
, 2009 In this paper, we apply the ARFIMA-GARCH model to the realized volatility and the continuous sample path variations constructed from high-frequency Nikkei 225 data.
Toshiaki Watanabe, Ishida Isao
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Modelos de memoria larga para series económicas y financieras [PDF]
, 2001 En este trabajo se hace una revisión de los modelos de series temporales con memoria larga para la media y la varianza condicionada, con especial atención a los modelos ARMA fraccionalmente integrados (ARFIMA) y a los modelos GARCH y SV fraccionalmente ...
Pérez, Ana +3 more
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