Results 31 to 40 of about 13,793,172 (210)
ARFIMA Modelling for Tectonic Earthquakes in The Maluku Region
Indonesian Journal of Statistics and Its Applications, 2021 Maluku Province is one of the regions in Indonesia with a very active and very prone earthquake intensity because it is a meeting place for 3 (three) plates, namely the Eurasian, Pacific and Australian plates. In the last 100 years, the history of tectonic earthquakes with tsunamis that occurred in Indonesia was 25-30% occurring in the Maluku Sea and ...
Ferry Kondo Lembang +2 more
openaire +2 more sources
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
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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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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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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
doaj +1 more source
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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Використання мови R для ідентифікації параметрів ARFIMA-моделі [PDF]
, 2016 This work is devoted to the identification of the parameters of ARFIMA(p,d,q) time series model. The algorithm of the parameters estimation using R programming language functions from fracdiff and forecast packages is discussed in ...
Рабик, Василь Григорович +2 more
core +6 more sources
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model [PDF]
, 2008 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
Mootamri, Imene +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
doaj +1 more source
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
doaj +1 more source