Fractional and fractal processes applied to cryptocurrencies price series. [PDF]
J Adv Res, 2021 David SA +3 more
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Tracking progress towards Sustainable Development Goal 3.2 in Kenya using time series models. [PDF]
BMJ Glob HealthDlamini WJ, Melesse SF, Mwambi HG.
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Forecasting tuberculosis epidemics using an autoregressive fractionally integrated moving average model: a 17-year time series analysis. [PDF]
J Glob HealthWang Y +9 more
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Time trends and persistence of the return difference between growth and value investment strategies. [PDF]
PLoS OneMonge M, Hurtado R, Infante J.
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The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. [PDF]
Chaos Solitons Fractals, 2021 Lahmiri S, Bekiros S.
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Generalised linear regression GARMA model adopted in Denmark's tourism industry. [PDF]
PLoS OneYan H, Yan X, Sun L.
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Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008-2019). [PDF]
SN Bus Econ, 2022 Vogl M.
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Modelling for the Wavelet Coefficients of ARFIMA Processes
Modelling for the Wavelet Coefficients of ARFIMA ProcessesFebruary 2013 We consider the model for the discrete nonboundary wavelet coefficients of ARFIMA processes. Although many authors have explained the utility of the wavelet transform for the long dependent processes in semiparametrical literature, there have been a few studies in parametric setting.
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Multivariate Kalman filtering for spatio-temporal processes. [PDF]
Stoch Environ Res Risk Assess, 2022 Ferreira G, Mateu J, Porcu E.
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ARFIMA model applied to Malaysian stock market
Communications in Mathematical Biology and Neuroscience, 2022 openaire +1 more source