Results 141 to 150 of about 6,621,438 (152)

Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures

International Journal of Forecasting, 2012
Chaleampong Kongcharoen, Richard T Baillie, George Kapetanios   +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  

Bayesian analysis of long memory and persistence using ARFIMA models

Journal of Econometrics, 1997
Mark Steel, Jacek Osiewalski, Eduardo Ley   +2 more
exaly  

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

Neurocomputing, 2016
F G Guimarães, Rasul Enayatifar, Hossein Javedani Sadaei   +2 more
exaly  

Forecasting Diabetes Patients Attendance at Al-Baha Hospitals Using Autoregressive Fractional Integrated Moving Average (ARFIMA) Models

Journal of Data Analysis and Information Processing, 2020
exaly  

Monitoring long‐memory air quality data using ARFIMA model

Environmetrics, 2008
Jeh-Nan Pan
exaly  

Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation

Statistical Methods and Applications, 2004
Domenico Piccolo
exaly  

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

Axioms, 2017
Yangquan Chen
exaly  

Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models

Journal of Statistical Planning and Inference, 2013
exaly  

Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods

Journal of Forecasting, 1996
exaly