Results 21 to 30 of about 367 (185)
Growth enterprise market in Hong Kong: Efficiency evolution and long memory in return and volatility [PDF]
Journal of Asian Business and Economic Studies, 2020 Purpose – Growth enterprise market (GEM) in Hong Kong is acknowledged as one of the world’s most successful examples of small and medium enterprise (SME) stock market.
Trang Nguyen +3 more
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FORECASTING THE UNEMPLOYMENT RATE IN MALAYSIA DURING COVID-19 PANDEMIC USING ARIMA AND ARFIMA MODELS
Malaysian Journal of Computing, 2022 The unemployment issue is one of the most common problems faced by many countries around the world. The unemployment rates in developed countries often fluctuate throughout time.
Nur Afiqah Ismail +2 more
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ARFIMA Model for Short Term Forecasting of New Death Cases COVID-19 [PDF]
E3S Web of Conferences, 2020 COVID-19 is an infectious disease that can spread from one person to another and has a high potential for death. The infection of COVID-19 is spreading massive and fast that causes the extreme fluctuating data spread and long memory effects.
Kartikasari Puspita +2 more
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Analisis Kejadian Gempa Bumi Tektonik di Wilayah Pulau Sumatera
Jurnal Matematika, 2016 The purpose of this study to get an overview of the earthquakes in Sumatra. The method used is descriptive statistics and models Autoregressive Fractionally Integrated Moving Average (ARFIMA). The result from analysis data yielded a mathematical model to
Jose Rizal +3 more
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Forecasting long range dependent time series with exogenous variable using ARFIMAX model
The Indian Journal of Agricultural Sciences, 2020 Time series analysis and forecasting is one of the challenging issues of statistical modelling. Modelling of price and forecasting is a vital matter of concern for both the farming community and policy makers, especially in agriculture.
Krishna Pada Sarkar +6 more
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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
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Media Statistika, 2021 Currently the emergence of the novel coronavirus (Sars-Cov-2), which causes the COVID-19 pandemic and has become a serious health problem because of the high risk causes of death.
Puspita Kartikasari +2 more
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Annales Mathematicae Silesianae, 2018 In this survey paper we present a systematic methodology of how to identify origins of fractional dynamics. We consider three models leading to it, namely fractional Brownian motion (FBM), fractional Lévy stable motion (FLSM) and autoregressive ...
Weron Aleksander
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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
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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
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