Results 201 to 210 of about 4,943 (215)

Oil Price Forecasting Based On Caputo's Arfima Model

2020
Xue-Hui Chen, Yuan Meng
openaire   +1 more source

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  

Combining ARFIMA models and fuzzy time series for the forecast of long memory time series

Neurocomputing, 2016
Hossein Javedani Sadaei, Rasul Enayatifar, Frederico G Guimaraes   +2 more
exaly  

An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs

Axioms, 2017
Kai Liu, YangQuan Chen
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  

Model Hybrid ARFIMA-ANN untuk Mengatasi Heteroskedastisitas dan Nonlinieritas dalam Residu Model ARFIMA pada Peramalan Harga Perak Berjangka

Perak memiliki volatilitas harga yang tinggi sehingga menimbulkan tantangan dalam melakukan peramalan harga pada pasar berjangka. Penelitian ini mengusulkan penggunaan model hybrid ARFIMA–ANN untuk meningkatkan akurasi peramalan dengan mengatasi heteroskedastisitas dan nonlinieritas pada residu model ARFIMA.
openaire  

Modeling of water usage by means of ARFIMA–GARCH processes

Physica A: Statistical Mechanics and Its Applications, 2018
Janusz Gajda, Grzegorz Bartnicki, Krzysztof Burnecki   +2 more
exaly  

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

Identification and validation of stable ARFIMA processes with application to UMTS data

Chaos, Solitons and Fractals, 2017
Krzysztof Burnecki, Grzegorz Sikora
exaly  

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

International Journal of Forecasting, 2009
exaly