Results 191 to 200 of about 13,793,172 (210)

Time-varying ARFIMA-GARCH model with symmetric thresholds: applications to inflation

Applied Economics Letters, 2021
Juan Liu, Zhengxun Tan
exaly  

MISSING VALUES IN ARFIMA MODELS

Statistics and Finance, 2000
openaire   +1 more source

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

A hybrid ARFIMA and neural network model for electricity price prediction

International Journal of Electrical Power and Energy Systems, 2014
Najeh Chaabane
exaly  

Monitoring long‐memory air quality data using ARFIMA model

Environmetrics, 2008
Jeh-Nan Pan
exaly  

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

International Journal of Forecasting, 2009
Olivier Scaillet
exaly  

Detection of DoS Attacks Using ARFIMA Modeling of GOOSE Communication in IEC 61850 Substations

Energies, 2020
Klara Nahrstedt, Hubert B Keller, Veit Hagenmeyer   +2 more
exaly  

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  

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

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

Empirical study of ARFIMA model based on fractional differencing

Physica A: Statistical Mechanics and Its Applications, 2007
exaly